System infected - spyware removal tool

Hello, please help me!
I'm posting from another laptop because I cannot get through mine. Task manager does not operate and it cannot start on a safe mode. I use Windows XP. When I turn on my laptop, it is showing not the usual desktop but in the center a small black box with red letters stating the following: YOUR SYSTEM IS INFECTED! System has been stopped due to a serious malfunction. Spyware activity has been detected. It is recommended to use spyware removal tool to prevent data loss. Do not use the computer before all spyware removed. What can I do to heel it?

Please download the current version of HijackThis from HERE

• Double click and run the installer.
  
• It will install to C:\Program Files\Trend Micro\HijackThis\hijackthis.exe
  
• After installing, you should get the user agreement, press accept and Hijack This will run.
  
• Select Do a system scan and save a log file. This will open a notepad file of everything Hijack This found, copy and paste it back here.
  

Sorry! I downloaded hijackThis, but when I click in Install, it does nothing (doesn't install it). What else do you recommend?