what you have might be a desktop hijacking, but quite common is an active desktop altered to mimic a wallpaper but in reality it is a website which is on the desktop.
As an option - please call in Microsoft Security for a direct assistance on such matter ( free support ) ( toll free number ) 866 727 2338 US/CANADA.
And for General Malware. Virus, Spyware, Rootkit concern without Onecare on the system please proceed to the Microsoft Security community click here