The most effective way is to scan your system of course. Now there are more advanced methods for advanced users but I wont mention things that could cause you catastrophic issues.
1) Download a solid free malware product such as one of the following
Secondly you want to make sure you are also protecting against Viruses and Worms.
Download and AV product AS well.
Best practice is to have your anti malware and anti AV software on CD/USB at home so the first thing you install after your OS is protection. There is much talk of min to infection and most of the worst case scenarios are around driver searching with no protection post installation.
Run your first scans in safe mode. Avast is handy as it includes a boot-scan which can detect boot-sector infections which are the most frustrating for amature/intermediate users.
If you need more help please let me know.
Also, its good practive, after Mal/Viral removal using CCleaner afterwards is an added bonus.
How would I know if I downloaded Malware properly?