I got the same problem after downloading a file on BearShare.
The file was a one of The Goon Show files, and I should have been wary of it as it was a zip file not an mp3 or wav.
It put a pacman like icon on my desktop and in my systray. on clicking it brought up a link to a German porn site. It was called x-finder i think. I put out a search and deleted all references to it but there is still a reference left
A folder called Favourites had been placed in one of my Widows Folders There is already one in there (with the two stars on)
most of the connected links were in there.
There is another folder which had a reference along with a strange file "ado" or something similar, the first file i deleted but when deleting the second two other files appeared. deleting these was ok but again, when deleting the ado three others appeared and they just went on multipling every time I deleted them so in the end I had to leave the ado file in.
I would sugest that if you ran a serch for x- it would brind up x-finder as I am not too sure about the finder.
You could also search for porn, erotic, Download-Porn and sex as I have also found links to porn sites since this came up.
I will try to find that folder with the multipling files in and post what I find.
wetterfugal@aol.com