Download the software on http://hijackthis.de/ by clicking "Direktdownload". Unzip the file, double click it, click on "Do a system scan and save log file", copy the whole text from the text editor and insert it in the field below "Kopieren Sie ein Logfile in die Textbox". Then click "Auswerten", scroll down and you will see some symbols. Often you can fix unnecessary entries or bead entries. But inform about them before fixing them. Sometimes some good entries are marked as bad entries. Open hijack this again, set a hook in front of the bad entries and click fix checked.
O-Two told you about certain "entries". What he means is programmes, services and stuff which is loaded during Windows startup. The list of loaded items might contain malware like viruses, spyware, adware and other lovely things. And often you can barely identify them without additional tools like hijackthis.