Omag I am glad you mentioned a *.dll file.

I bet this little sucker calls this advert up everytime you go onto the net.  Best bet is use Adware6 and Spybot to celan the real bad stuff.  Unfortunately it wont get rid of the *.dll

Download a program called Hijackthis. Make sure Adware is update etc.  Shut PC down and disconnect from net.

Run Adware and delete malicious stuff if there is any.

Run Hijack this (hit scan)

It will list anything it thinks is malicious, though a lot will not be.  Now somewhere in that list I bet you will fin it mentions the *.dll you found.

Tick this box and select to fix the problem.  Now reboot the Pc.

Go and delete said *.dll (You will be able to now as it will not load on startup due to what you did with Hijackthis)

Hopefully this has solved your problem 

Make sure you firewall is up and running and reconnet to the net.

Let me know how you get on