You've installed a program that does much more than just what you suspected. It has what some call Spyware but Brilliant and/or Kazaa is defensive about being labeled such.

In short, I expect your machine to develop many new bahaviours and start to run slowly.

When you get your fill of the Kazaa experience, then you can uninstall it and run the tools I note at the Anti-Parasite Suite note at http://reviews.cnet.com/5208-6132-0.html?forumID=32&threadID=1313&start=0

Bob