More "disappearing DLL" goodness!

So yeah… I rebooted my PC last night and at the Welcome Screen, I was greeted with a dialogue box similar to this one:

Except it had “explorer.exe” in the title bar. Scary. :gas:

So yeah, it then loaded to a blank desktop, no icons or taskbar or ANYTHING. Just my wallpaper. Luckily CTRL+ALT+DEL still activated the Task Manager, and from there I launched Firefox, downloaded the missing DLL, installed it, restarted, and voila, everything was back to normal.

But but but but but… WHY???
I’m thinking it maybe spyware, but it can’t be. I do AdAware scans every 0.005 nanoseconds, have a firewall running, and use Firefox. GAH!