I love these forums, by the way.

Recently, as in the past 3 days, when I start-up my computer, the Command Prompt screen will appear...you know, the black box thing. But in the Title bar it reads c:\DOCUMEN~\{User name}\index.exe, and inside the black window there is only the regular blinking _ .

With, of course, the user name in the brackets.

If I click the close button, it gives me the following (confusing) message:

"The NTVDM CPU has encountered an illegal instruction.

CS:06d8 IP:0183 OP:db2182 e0 81

Choose 'Close' to terminate the application."

And it gives me the option of Close or Ignore. No matter which one I click, the only thing that happens is the command prompt box disappears.

If I don't click Close in the first place however, the box disappears. But I'm worried...the box has never done this "now I'm here and now I'm gone" thing.

I tried System Restore, but the command prompt still appears. It is there for about 5 seconds, right after the "Start" bar and desktop icons appear.

what if you type "exit"? What happens?

I urge you to purge your system of clutter using Windows [XP / Vista] Disk Cleanup, ATF Cleaner or CCleaner. If you use CCleaner, then during installation, uncheck the option to install the Yahoo toolbar and before first use, go to Options > Settings > Advanced and ensure Only delete files in Windows Temp folders older than 48 hours is unchecked.

Note: Ensure you know your site credentials (user name and password) for sites you frequent before cleaning; you may have to login again at next visit.

Then download, install, update, and run Malwarebytes's Anti-Malware (MBAM) to ensure your system is free of malware. Then do the same for all other computers on your network (everything on your side of the Internet gateway, typically a cable/DSL modem).

Then let us know what is happening.

I downloaded the Anti-Malware and it found a lot....Now when I start up, the command prompt doesn't appear, I restarted 3 times just to be sure. Thank you!

If it found a lot, more needs to be done to ensure it does not get reinfected. You might want to check out the Practicing Safe Computing section of my sticky, Cleaning Out Malware to make sure you are covered.

Thank you very much!