I have just had to deal with a trojan/spyware infection that was completely undetectable to normal antivirus software - and invisible to normal inspection techniques (e.g. Hijack-This).
It was a "Rootkit" program that hides from normal windows programes - for example it can't be seen in Explorer.
It was fiendishly difficult to find but I managed it using the following programs...
Rootkit Revealer
F-Secure Backlight
I would suggest that if your PC is exhibiting strange behaviour and you can't trace the cause - check to see if you might have a "Rootkit" infection.