My computer has recently given me the warnings "WARNING: Windows Firewall detected suspicious network activity on yor computer" and "Your computer might be at risk." In addition Internet Explorer starts by itself when I start/reboot my pc.

I have the McAfee security package. I've installed and ran Spybot S&D, Bazooka and CWS Shredder but the problem is still there. I would be greatful for some help. HijackThis logfile attached

Download RapidBlaster Killer here: http://www.spywareinfo.com/downloads/rbkiller/rbkiller.exe
Don't run it till I tell you!

Boot in Safe Mode.
Switch System restore OFF, see how here.
In Windows Explorer, turn on "show all files and folders, including hidden and system". See how here.

Next, run RapidBlaster Killer

Next, open Windows Task Manager.
On Windows 95/98/ME, press CTRL+ALT+DELETE.
On Windows NT/2000/XP, press CTRL+SHIFT+ESC.
Click the Processes tab, select the process (if there), click End Process for:
STDSB.exe
Icon.exe
d3tf32.exe
ClickMe.exe

Next, try to UNinstall anything to do with (not delete yet!):
C:\apps\ClickMe\ClickMe.exe

Next, run a HJT scan and (if still there) place a tick-mark in the little square before:
...................................................................................................
C:\WINDOWS\system32\drivers\STDSB.exe
C:\WINDOWS\system32\drivers\Icon.exe
C:\WINDOWS\system32\d3tf32.exe

R1 - HKCU\Software\Microsoft\Internet Explorer\Main,Window Title = Internet Explorer Provided by blueyonder
R1 - HKCU\Software\Microsoft\Windows\CurrentVersion\Internet Settings,ProxyOverride = 127.0.0.1
O4 - HKLM\..\Run: [STDSB] C:\WINDOWS\system32\drivers\STDSB.exe
O4 - HKLM\..\Run: [Icon] C:\WINDOWS\system32\drivers\Icon.exe
O4 - HKLM\..\Run: [ClickMe] C:\apps\ClickMe\ClickMe.exe
O4 - HKLM\..\Run: [iexplore.exe] C:\Program Files\Internet Explorer\iexplore.exe (this starts IE at boottime)
O4 - HKLM\..\Run: [d3tf32.exe] C:\WINDOWS\system32\d3tf32.exe
O14 - IERESET.INF: START_PAGE_URL=file://C:\APPS\IE\offline\uk.htm
...................................................................................................
Now click on the Fix Checked button in HJT.

When done, from between the above dotted lines, delete the highlighted bold files.
When a \directory-name\ is bold, delete everything in it, including that directory itself.
Delete all files and directories from: C:\Documents and Settings\[username]\Local Settings\Temp
Repeat this for ALL [usernames].
Delete all files and directories from: C:\WINDOWS\Temp (except files dated from TODAY).
Boot normal. When all OK, switch System Restore back on.