Certainly looks like spyware Andy. Have you got rid? run a search to see and do you have a firewall? expand HKEY_LOCAL MACHINE/Software Microsoft Windows Current Version and finally click on
Run. Listed in the right pane you will see the startup items, including
MSMGT. With RUN selected choose Registry / Export Registry file and save the
key in a file - say MSMGT_Saved or similar. Then delete the MSMGT entry by
highlighting it and choosing Edit / Delete.
Reboot and see if its still there