Virus problem

When I working in computer and try to launch internet explorer, another window pops up and navgates to “http://lite-anti-virus-scan.com/promo/1/freescan.php?nu=770522154350&back=%3DzQ55DTzNcMNMI%3DM”. I afraid my system is infected. I am using Windows XP Professional. When I searched the net I came across “shlwapi.dll”. What is it and can I remove it.

EDIT: Subject title was changed to remove a url. by tcavadias