Difficulty shutting down computer

[pasta]

My WinME pc has ofice 2000, norton Personal firewall 2002, along with many other applications installed. Everything has been working fine until about a month ago.
Whenever I try to shut down the computer I get this notification box saying "you must quit this program before you quit windows" The box has "nc" written in the blue band at the top.
I then press ctrl,alt+del and end task and a similar box pops up with the same message but this time it has "m" in the blue band. I did a search for nc amd m and found that they are executables. NC resides in the windows folder and M in the root of the C drive. I tried deleting these executables but got the message saying that they are in use by windows. I've installed sophos antivirus on my computer but this did not help either. My inclination now is to boot from a floppy and delete them through dos.
Does anyone have any clues as to what these executables are?

 

[Grapegravy]

I have seen Trojan horses named as such installed on computers. Antivirus programs have trouble finding some of them because of the ability to mask themselves. Delete them through Dos, very good idea, and watch your connection. Was Norton's giving any indication of connection attempts? What level of protection do you have set? Good Luck