In reply to Tim Chappell:
Malware might be a bit harsh, but yeah, you probably want rid of it.
It seems to be a program that mostly exists to gather data about you and your browsing habits to sell to advertisers, but it doesn't seem to be a virus per se - so it won't try to fight back if you remove it. That being the case:
First, go into control panel -> add/remove programs and remove it.
You will then want to disentangle it from the browser you use (and possibly any others you have that you don't use). Which browser(s) would that be?
Finally, you may wish to get rid of any remaining registry keys... but I'm pretty sure they're harmless.