Active x control?

I tried to view a video a friend sent, and my computer said I needed the newest version of active x control. I downloaded it and now I have a new home page and something that keeps talking about virus protection 3.9 I have tried deleting that from the control panel and restarting the computer, but nothing is working. Everytime I try to change the homepage back to yahoo it does nothing. I got a warning that my computer may be infected with spy ware and I should download some malware software, but I am unsure if this is safe. Please help me!!!!!!

Active x control?internet security 2006

Some Active X controls are malicious. Looks like you contracted malware such as spyware and a browser hijacker. Try running your security products (antispyware %26 antivirus) in Safe Mode. To get into Safe Mode, reboot and then either hold down or tap the F8 key repeatedly while the computer is starting up.

If you haven't any antispyware applications installed, here are a few for your consideration.

SuperAntispyware

http://superantispyware.com/

Spybot S%26D (free version requires manual updating)

http://www.safer-networking.org/en/downl...

AVG AntiSpyware

http://free.grisoft.com/doc/20/lng/us/tp...

Adaware from Lavasoft (free version requires automatic updating)

http://www.lavasoftusa.com/products/ad_a...