Virus in yahoo messenger, automatically sending links- gaigoitanbinh.xlphp.net

EDIT - Running Windows is Safe Mode is pretty easy. First of all, restart your computer. When it’s booting (black screen with / without writings before the Windows XP logo comes up), press F8 button on your desktop. Your computer will stop booting and give you some options like -
Start in Safe Mode
Start in Safe Mode with Networking
Start Windows XP normally etc.
Choose “Start in Safe Mode”. Your computer will start with a black background and with a very hazy display. Open McAfee now and scan your computer. Restart again (without pressing F8) when you are done to start Windows in Normal Mode.

Is your McAfee fully updated? If no, then update it first of all and then run a full system scan. If it still finds nothing, then do an online Panda ActiveScan (it will scan your computer and remove most infections without you having to download anything):

http://www.pandasecurity.com