I can't remove or change my desktop. There is just something saying "spyware infection". Everything still works fine, but how do I rid this. It won't let me change it in the control panels. Any help?

As a first response you might want to post a HijackThis log for review by our Pros in that section:

Please follow the instructions HERE & then post your log in a new thread in the Spyware, Adware, Viruses and HijackThis Logs section.
(Not in this section please).

Please specify what issues you appear to be experiencing along with your log.