utilities for unwanted stuff on HD??

So I am not so good at this computer stuff. My apologies if this has been asked before.
When I am playing fighter ace 2 off-line the game shuts down and I get a dial up prompt. I look at the taskbar and its a damn pop-up ad!! Is there a utilities for keeping this crap off my HD?If not, what software can I buy to keep this sh*t off?Is it a cookie? I’d like to stress that I am off-line and there’s nothing else open.
Oh BTW I tried to do a “file search” for the file(one of those netcam ads)to try to delete, but came up empty . Oh I’m running windows XP home. Thanks…

Lavasoft Ad-Aware is a great free tool for removing spyware and adware. Make sure you get the latest signature file.

I’ve also heard good things about Spybot - Search and Destroy.

Thanks Number it worked like magic.It (pop-ad) used to pop up every time I played,either as I was playing or when I closed.
Sorcery!!

in the future:
download.com has shareware or free programs to do just about anything…

The offending off-line pop-up is back,And I just ran Ad-aware. Can I use both Ad-aware and Spybot? What would you do people??

Yes, you can use both.