Hi Turkish,
You need to craete a new folder for HJT. To do this, open
Windows Explorer and open the C

drive. Right click on an open area of the screen and select
New | Folder. Scroll down to the bottom and you will see the new folder. Name it HJT. Then drag and drop HJT from it's location in..
C

Documents and Settings\Fred Smith\Local Settings\Temp\HijackThis.exe
to the new folder. Then run the program again.
As far as the directions for Adware and Spybot.. I put them in just in case you ahdn't already configured the programs.. no problem.
This is just the exhaustive way of making sure that their isn't any spyware running. The next thing I'd like you to do, once you've cleaned up the few entries is to open HJT again and click on
Config | Misc Tools | Open Hosts file Manager and copy the results in a reply.
Cheers
Liam