[Bungleau]

You may also be able to use the keyboard solutions to get rid of them.... instead of clicking on them (which is probably trapped), click on something else on your desktop, arrow over to the suspected item, and hit the Windows Menu key (down there by the right shift key) to bring up the right click menu. You should be able to delete from there (or simply hit shift-delete when you've cursored onto it).

The real issue, though, is that you've got malware... Spybot, Adaware, and HiJack This are going to be three real good buddies for you. I'd probably do a virus scan at Trend Micro afterwards as well, just to cover all the bases.