My first thought is to go to 'Start/Control Panel/Add and Remove Programs and have a look see to what is installed. Sometimes things get installed that we are not aware of. Anything you don't recognize, just Google it or post back here and or uninstall it. Second thing I would do is run any 'anti' programs that you might have to see if that gets rid of it. Here are some free online scans that you can also try, run one or all and get rid of whatever they find:
A-Squared On Line Trojan Scan -- http://www.windowsecurity.com/trojanscan/
BitDefender On Line Scan -- http://www.bitdefender.com/scan8/ie.html
Ewido On Line Scan -- http://www.ewido.net/en/onlinescan/
F-Secure On Line Scan -- http://support.f-secure.com/enu/home/ols.shtml
House Call Anti-Virus http://housecall.trendmicro.com/housecall/start_corp.asp
Recently a new toolbar icon appeared. No info is provided when right or left clicked. The icon is round and grey in color w/what looks like jail bars in the middle; and inside the bars is the color red. Any idea what this is, and how to get rid of it?