Simple download the tool, run it from there, and select 'system scan' copy/paste the information in the text-box on the website and the diagnose starts.
I started using HijackThis almost 2yrs ago. I upgraded Media Player and all of a sudden my homepage changed and I couldn't change it back - it was grayed out in the IE dialogue panel. I kept going to strange places - def not the places I was entering and was getting pop-ups like crazy. HijackThis helped me ID what piggy backed on MP and was causing the problem. Found it only by the date, those scabs that did this hadn't figured out how to reset the date on the file.
Bottom line, you an be compromised trying to do something completely legitimate.