You haven't yet mentioned the file names or location they were found and I suspect they are probably in system folders a common tactic. I'm guessing that you have XP (you didn't say) and if so you need permission to place files in the system folders. So following on from Tech's advice to protect yourself, take pre-emptive measures.
Whilst browsing or collecting email, etc. if you get infected then the malware by default inherits the same permissions that you have for your user account. So if the user account has administrator rights, the malware has administrator rights and can reap havoc. With limited rights the malware can't put files in the system folders, create registry entries, etc. This greatly reduces the potential harm that can be done by an undetected or first day virus, etc.
Check out the link to DropMyRights (in my signature below) - Browsing the Web and Reading E-mail Safely as an Administrator. This obviously applies to those NT based OSes that have administrator settings, winNT, win2k, winXP.