OP isn't going to understand how to use diagnostic tools and check logs himself hence why he's here asking what is going on.
Click
here to be redirected to the Malware Removal Assistance area; make sure to read the rules beforehand by clicking
here and
here.
You can create a thread there and post logs created using a utility instructions are left for using, quick and simple. If the staff member who moderates the area manages to find anything in the logs then he'll definitely help you assuming the rules are stuck to.
Even if nothing is found as long as you have doubts (and certainly if there is a clean-up required), you should re-install Windows at the least, or even go as far as formatting and then re-installing Windows to be on the safer-side. However when doing this, be cautious of backed up data - and remember to always keep a backup for situations like these.
I'd also suggest changing all your passwords and security question answers on a separate, clean device. You can also disconnect the network on the system in-question for the time being until the picture is painted a bit better - this will prevent a communication between any potential malicious code executing on the environment and the attacker (typically via a Command and Control (C&C)/backdoor functionality).