ah damn made a big post then scott turned the server off when i was replying
see if i can remember what i put.
i don't quite understand what has happened from your post sorry.
it is very unusual for someone to hack a home user, there is just no point really. i think if someone was going to all that trouble then they would definitely not be opening internet explorer and letting you know they are there at all. really does sound like a piece of malware doing its thing.
if someone is gaining remote access then you would have a trojan in there somewhere, so yes get rid of that shield deluxe app, which sounds like some kind of malware application imo rather than a proper av tool. :/
if you want some free stuff it's worth checking out the following
av
avg
http://free.avg.com/download-avg-ant...s-free-edition
or
avira
http://www.avira.com/en/download/index.html
firewall
as icishoot said, check out comodo
http://www.personalfirewall.comodo.c..._firewall.html but turn of the defence+ feature, it will cripple your system lol.
network monitor
NetLimiter 2 Monitor
http://www.netlimiter.com/download.php is a great tool to see what connections there are to your pc, it will show the process, what ip is connecting and what port it is using
also as chief mentioned, malwarebytes
http://www.malwarebytes.org/ is a cracking utility which i use in preference to spybot and adaware which i've used religiously for the past few years, but they just haven't been cutting it at the jobs i've been going to in the past few months.
don't forget to run all your scans in safemode