This sounds like a Browser Helper Object. Most of these only effect Internet explorer and are anything but helpful - I recently had to remove several from friends systems & it wasn't fun. The latest version of Adaware seems to be quite effective and AVG antivirus recognises some as a Trojan. The bed news is that they seem to be on the increase!
Spybot informs me that I have an HBO, could this be because I'm using Mozilla as my browser, and how do I get rid of the HBO? I was also wondering if this could affect my cd-rom, it worked one second and the next it just stopped as I was ripping cd's to my hard drive. I'm using windows xp