This is probably spyware or some other ad program. Make sure you are showing all files, and look in c:\autoexec.bat
If there is a line in there referring to sp.reg, delete it.
Also, open regedit and go to:
HKEY_LOCAL_MACHINE\SOFTWARE\MicrosoftWindows\CurrentVersion\Run
and look for an sp.reg reference - if in there, delete that line on the right side of the window - DONT delete the key.

Lastly, check your start/programs/startup folder for a reference to that file, and if found in there - delete that reference as well.
I'm 99.999% sure that's gonna fix your problem.
Good luck
pbxman
Systems Administrator
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