It is important that you run HijackThis.exe in its own folder so the backup files that HijackThis creates will not be accidentally deleted.
Open 'My Computer', then double-click to open C:\ (or the drive letter that your Windows is installed on)
In the menu bar, click File-->New-->Folder.
That will create a folder named New Folder, which you can rename to "HJT" or "HijackThis". Now you have C:\HJT\ or C:\HijackThis\ folder. Put your HijackThis.exe there, and double click to run it.
Click 'Scan' button. Click 'Save log' button. Save the 'hijackthis.log' in your desktop. Copy and paste the content of 'hijackthis.log' and post the log file in any forums that offers HijackThis analysis.
Most of what it lists will be harmless, so do not fix anything yet.
BEFORE you post your HJT log - it would be appreciated if you would :
Please be PATIENT - For those of you looking for assistance with HJT logs, please be patient. The experts are really swamped with requests to have logs reviewed etc. If they do not get with you immediately it only means they are helping someone else. Remember they do this free of charge and in their spare time so please be patient.
RE: i keep getting this message, even if i'm not surfing the net
Yeah, happened to me a lot when i used Ares. Right after i changed to limewire it stoped bothering me.
When do you get exactly the error? Which programs are you running (the ones that use internet connection all the time)?