My first try is to always run Malwarebytes. It's also worthy of purchase if you want extra protection, but may be overkill if you practise safe surfing.
I have MS Security essentials on my systems and use the hosts file blocker from mvps.org.
http://winhelp2002.mvps.org/hosts.htmSometimes you run good anti spyware and it identifies a vicious rootkit that respawns itself even after being "removed".
If that happens, Google the recurring bug and you can usually find a specific cleaner from Norton or Kaspersky.
I ran into this yesterday on a clients laptop infected with Trojan:JS/Medfos.B that would get removed by MS Security essentials and then MSSE would remove it again a few minutes later and on and on....
I read the MSSE history logs to see what it was removing every few minutes and after a Google search I used the instructions in the link below.
http://malwaretips.com/blogs/remove-medfos-trojan/Notice that the instructions recommend running 7 different anti virus tools, affirming what I already knew, that there isn't any one tool that kills everything out there and running several in succession is probably the best strategy against a particularly nasty bug.
I use a clean machine to load the tools onto a clean usb drive, then fake name the first tool as recommended in the post so that the bug doesn't prevent it from running. Many of the tools can be run right off the usb drive and don't need to be installed onto the infected drive. It's a great idea to create a usb bugkiller with the tools recommended on it and keep it for just such occasions.
Once clean, I (re)install MSSE and (re)apply the mvps hosts file blocker for my clients. This combination has kept all my 20+ computers bug free for as long as I've been using it - several years, since MSSE was introduced. I usually remove all the rest of the tools I used to do the cleaning as I have a high level of confidence with MSSE and MVPS hosts blocker and if I were to get infected I can just always grab my handy usb drive with all the tools on it.
Hope that helps a bit.
Here's the homepage for the malwaretips site:
http://malwaretips.com/blogs/