confused about results spy bot

[drichsd]

Hi,
I have had a multitude of nonsense on the computer. Read the start here, ran spybot, removed things in red, it had to run again on reboot to finish three things.

Once it finished my desktop is white and the text is white on black, properties says:file://C:\WINDOWS\privacy_danger\index.htm
Is this normal? Did I remove something wrong?

I tried to download step two, the Kapersky Online Scanner, which only works with IE, I usually use Firefox, so I opened IE which is I am sure corrupted as it's not opening properly, but I typed in the address for the download and started it. It gave me an error, can't download.?

What should I do next?

P.S. I did not run spybot in safe mode, should I have?

[Zenobia]

If you're following "Before you Post" to post in malware removal,there's a note in there about what to do if you aren't able to run the Antivirus scan at all:

If you cannot run the Spybot or Anti Virus scan at all, please go ahead and post the HJT log along with a note regarding scan/s failure.

http://forums.spybot.info/showthread.php?t=288

Malware removal:
http://forums.spybot.info/forumdisplay.php?f=22