I run Windows XP, using Firefox as my browser, and AVG as my antivirus. I often get popups saying "You have chosen to open ADSAdClient31.dll which is a application from http://rad.msn.com What should Firefox do with this file?" Choices are a dropdown menu that says "You are attempting to open a file of type 'Application Extension' (.dll)" If I click on the "open with" button, another popup says "Windows cannot open this file: File: ADSAdClient31-5.dll What do you want to do with it?" If I choose "use the web service to find the appropriate program", off we go to a "Windows File Association" popup that explains the file type and describes it, and offers a link to "Windows Live Search", which produces a dizzying array of files to choose from. If I choose "sel :-/ect the program from a list", up comes a long list of programs already on my C-drive, and I have no idea which one to use.
I assume this file is AVG trying to update iteslf, but what file should I download, and where is the best place on the NET to locate it? rad.msn.com is MSN's advertising service I believe.. Do a complete virus scan. Go over all your Firefox settings, it might be trying to add a search machine or something..Does this come up when you go to Hotmail by any CHANCE?
From what I've read, this appears to be some sort of tracking adware installed by Microsoft. Sounds a bit creepy, but not terribly threatening.

Download HijackThis and save it to C:\Program Files\HJT (you'll have to make a new folder). Run the program and tell it to scan and save a log. That will bring up a Notepad file. Please POST the contents of that file here. It will likely take several posts.Thanks, CBMatt... Later this evening, when I get home, I will do as you suggest. I really appreciate your input...