there are variations of the Trojan Agent some are nasty some not too bad, I would go ahead and run malwarebytes and see if it finds any thing.

Malwarebytes' Anti-Malware

please download Malwarebytes' Anti-Malware to your desktop.

* Double-click mbam-setup.exe and follow the prompts to install the program.
* At the end, be sure a checkmark is placed next to Update Malwarebytes' Anti-Malware and Launch Malwarebytes' Anti-Malware, then click Finish.
* If an update is found, it will download and install the latest version.
* Once the program has loaded, select Perform full scan, then click Scan.
* When the scan is complete, click OK, then Show Results to view the results.
* Be sure that everything is checked, and click Remove Selected.
* When completed, a log will open in Notepad. Please save it to a convenient location. The log can also be found here: C:\Documents and Settings\Username\Application Data\Malwarebytes\Malwarebytes' Anti-Malware\Logs\log-date.txt

Run the scan in Safe mode, you will do much better.

OK. I ran Malwarebytes. Full scan, while it was running with so far no infections my avast popped up saying I had an infection called win32Trojan gen(other). Advised that I put it in the chest. I did this. then in another minuite it popped up again and I put it in chest and then a third time. Then malware was continuing and at the end said I had no infections.
Now I still get the window everytime I close off any web page in my Internet explorer. I took a shot of the window.
{{gwi:1466299}}

I have been just clicking don't send. Should I be doing this or what?

Send the error report, then where it says "To see what data this error report contains," click here. That may give some indication of whats going on.

And you can google " Internet Explorer has encountered a problem an needs to close"

zep

Here is what I get when I click more info .

{{gwi:1466300}}
If I want to view tech. info. you can see that they seem to be able to see all my data. Do I want to do this???

What version of IE would be the next question?

IE 6.0
The pop up is no big deal, maybe I should live with it for a week and see if it will miraculously go away like some things seem to do.

if IE is your only browser you should consider getting firefox also, it is a good idea to always have at least 2 browsers in case one should go bad. That way you still can get online and access the web. You could also see if what ever is causing that issue is strictly an IE issue if it does not happen with firefox.

Right get firefox, an up date IE6 TO 7.

Get firefox here

Here is a link that might be useful: Firefox

What is Firefox compared to Mozilla.
The guy who sold me my computer here mentioned that I should get Mozilla.
If I downlloaded one of these. Do they work the same as IE for getting on the web.

Yes works the same as IE it's just another web browser Mozilla is the company that produces firefox.

One more question before I try this. Would I have room on my computer to downlad another browser but keep IE.
I have two places on my computer that show capacity:
C: total 39.0 GB (used 17.8)
E: toatal 35.4 GB (used none)

Another question. Can I download Firefox and start new bookmarks with it rather than bring my IE ones over. And my other stuff, do I bring it all over or leave them seperate.

yes you are fine, and yes you can have several browsers with no problem, you can even have more than one type open at the same time if you need to.
When you get firefox it will ask if you want to make it your default you can say no and leave your Ie default if you prefer, it will also ask if you want it to import your favorites list from Ie say yes to that and any other things it ask to import and it will then set up your firefox with all the same faves as you have on Ie, will not touch the Ie settings at all will just copy it all over for you.
To use firefox once installed all you do is click on the firefox icon on your desktop and it will open up a browser window just like you do with IE. Here are some helpful links
Ultimate List of Firefox 3 Tips and Tricks

Here is a link that might be useful: firefox guide

Thanks again everyone.
I now have Firefox on my computer.
I kept IE for now.
Does my avast protect this Firefox as well as IE or do I need another program for protection.

No your ok there..