Someone I know had this problem after visiting a site using Windows Explorer while logged in as Administrator on Win2K. This site infected them with a whole bunch of maliciious code that turned the browser into a spyware display that resembled an automatic Powerpoint presentation. No antivirus or anti-spyware program could get rid of this garbage code. The only way we were able to get rid of it was visit the site again on another computer and immediately after infection, we disconnected from the Internet and did a search in Windows Explorer of all files created in the last few minutes. Once we knew the file names of the Spyware, we were able to laboriously remove all the links to these files out of the registry and then after a reboot to remove the file locks, we were able to manually delete the spyware files.
You mentioned that you were using Firefox, so this may not be what happened to you; however, you need to track down the file names of the Spyware to manually get rid of them or wipe your hard drive and reinstall Windows.
Good luck
If you need any basic Windows "howto" articles, this is a good site:
http://www.findingfacts.com/L3/L3_1_5_12.php