Got my first Trojan Virus yesterday, and it was particularly nasty.

Trojan.DNSChanger

It changes your DNS settings, and re-directs you to it's own pages. This is bad, considering it then won't let you download anything to remove it, as it directs you away from those pages.

Managed to download what I needed via Linux install on my laptop - Malwarebytes' Anti-Malware, installed it, and ran it, loads of stuff was infected

Malwarebytes' Anti-Malware 1.33
Database version: 1691
Windows 6.0.6001 Service Pack 1

25/01/2009 13:21:11
mbam-log-2009-01-25 (13-21-11).txt

Scan type: Quick Scan
Objects scanned: 58435
Time elapsed: 4 minute(s), 30 second(s)

Memory Processes Infected: 0
Memory Modules Infected: 0
Registry Keys Infected: 1
Registry Values Infected: 0
Registry Data Items Infected: 8
Folders Infected: 0
Files Infected: 2

Memory Processes Infected:
(No malicious items detected)

Memory Modules Infected:
(No malicious items detected)

Registry Keys Infected:
HKEY_CLASSES_ROOT\aquaplay (Trojan.DNSChanger) -> Quarantined and deleted successfully.

Registry Values Infected:
(No malicious items detected)

Registry Data Items Infected:
HKEY_LOCAL_MACHINE\SYSTEM\CurrentControlSet\Services\Tcpip\Parameters\NameServer (Trojan.DNSChanger) -> Data: 85.255.114.62,85.255.112.70 -> Quarantined and deleted successfully.
HKEY_LOCAL_MACHINE\SYSTEM\CurrentControlSet\Services\Tcpip\Parameters\Interfaces\{cea334ac-470e-4f67-9671-5d51d8cde38d}\DhcpNameServer (Trojan.DNSChanger) -> Data: 85.255.114.62,85.255.112.70 -> Quarantined and deleted successfully.
HKEY_LOCAL_MACHINE\SYSTEM\CurrentControlSet\Services\Tcpip\Parameters\Interfaces\{cea334ac-470e-4f67-9671-5d51d8cde38d}\NameServer (Trojan.DNSChanger) -> Data: 85.255.114.62,85.255.112.70 -> Quarantined and deleted successfully.
HKEY_LOCAL_MACHINE\SYSTEM\CurrentControlSet\Services\Tcpip\Parameters\Interfaces\{df012b50-538a-4ebe-b643-f0fa471d0d3a}\NameServer (Trojan.DNSChanger) -> Data: 85.255.114.62,85.255.112.70 -> Quarantined and deleted successfully.
HKEY_LOCAL_MACHINE\SYSTEM\ControlSet001\Services\Tcpip\Parameters\NameServer (Trojan.DNSChanger) -> Data: 85.255.114.62,85.255.112.70 -> Quarantined and deleted successfully.
HKEY_LOCAL_MACHINE\SYSTEM\ControlSet001\Services\Tcpip\Parameters\Interfaces\{cea334ac-470e-4f67-9671-5d51d8cde38d}\DhcpNameServer (Trojan.DNSChanger) -> Data: 85.255.114.62,85.255.112.70 -> Quarantined and deleted successfully.
HKEY_LOCAL_MACHINE\SYSTEM\ControlSet001\Services\Tcpip\Parameters\Interfaces\{cea334ac-470e-4f67-9671-5d51d8cde38d}\NameServer (Trojan.DNSChanger) -> Data: 85.255.114.62,85.255.112.70 -> Quarantined and deleted successfully.
HKEY_LOCAL_MACHINE\SYSTEM\ControlSet001\Services\Tcpip\Parameters\Interfaces\{df012b50-538a-4ebe-b643-f0fa471d0d3a}\NameServer (Trojan.DNSChanger) -> Data: 85.255.114.62,85.255.112.70 -> Quarantined and deleted successfully.

Folders Infected:
(No malicious items detected)

Files Infected:
C:\Program Files\Mozilla Firefox\components\iamfamous.dll (Trojan.Agent) -> Delete on reboot.
C:\Windows\System32\drivers\gaopdxbtpvspns.sys (Trojan.Agent) -> Quarantined and deleted successfully.

Managed to remove it though. It also stoppes AVG from working properly, and Windows Defender.

Going to do a full virus scan, and also install Spybot Search and Destroy as an extra measure.