!!!!!!!!!!A new Worm!!!!!!!!!!!!!!!

I dl a file yesterday and it turned out to be a Worm. Most of my programs( AIM, MSN Messenger, Explorer) come up with an error that says:
The Program does not have a file assosiated with it for performing this action. Create an assosiated file in the Control Panel.
What can I do to get this worm out.
Please help!!
~Brett
The Program does not have a file assosiated with it for performing this action. Create an assosiated file in the Control Panel.
What can I do to get this worm out.
Please help!!
~Brett