I was using Panda antivirus and my computer became infected. I worked this out because each time I attached a USB memory stick it became full of shortcuts, Panda came alive warning about Trojans, and the files on the stick disappeared. To make sure it was the computer rather than the memory stick, I put in a virgin stick, and the same thing happened. I scanned my computer rigorously, but found nothing (with Panda nor with malewarebytes). I therefore downloaded Avast, and I received the message:
This program is blocked by group policy. For more information, contact your system administrator
I see that I am not the first person to receive this message, and I am therefore starting a new thread as recommended in one of the threads I've read.
Thanks in advance