Weird PC problem

Boot into safe mode, scan with virus scanner, remove. Works most of the time, for all viruses.

Or if that won't work (ie. it's a rootkit or your scanner can't detect it, which is rare), acquire the worm's "name" from your virus scanner or something and Google it. You will very likely find instructions on how to remove it.

Yet it is far more likely that you don't have your PC infected at all and it is just your operating system fucked up.

As for good antivirus programs, Avast is a great one and it's free too. It's better than many commercial products. Then there's Microsoft Security Essentials which I heard is also decent, and then there's Common Sense 2010 which will keep you protected from almost everything, when combined with Firefox extensions AdBlock Plus and NoScript.

There's no virus that can't be removed without formatting. It's just a matter of will it take too much work to remove it without formatting, or will removing it exceed the skills of the remover.

Yet fact is that most worms only differ from other viruses by them spreading via email etc. Get the worms name with a virusscanner, Google it, and most of the time you will find remove instructions.