Strange computer behaviour in XP?

I am running xp and my computer has started doing strange things.

Every now and again all open program windows, all desktop icons and the taskbar will dissapear for a few seconds leaving only the wallpaper. When everything has refreshed a new toolbar will appear along the lefthandside of the screen running from top to bottom. I have never created a toolbar there before. When I close the toolbar down it re-appears 1/2 an hour later when the computer does the same thing again.

On one occasion a new folder window had opened and it wasnt any folder that I have opened recently.
I am suspecting a Trojan and am currently running the online Trojan scanner and "Whos watching me. The online Trojan scanner has given me the following message though.

"Unable to scanC:\System Volume Information - Access is denied."

Will this matter?

I have also run Spybot but it didnt find anything out of the ordinary.
Any other ideas as to what it could be?

The Trojan scan just finished and didn't find anything.

That folder is where win xp stores system restore information. I don't know which online scanner you used, trend micro's online virus scanner will read this folder( at least it did for me yesterday). It found a trojan that got placed in there when I made a restore point. If your system is clean, you can delete the contents of that folder and use system restore to make a new restore point free of problems. You'll have to change the read only properties of that folder to delete the contents.