1. ColdFusion is, uh... too difficult to explain what it is when my mind is in the lack of a state it currently is... go visit macromedia.com/coldfusion for info.
2. Go download AdAware from Lavasoft (use Google to find website, I forget the address) which is free and doesn't require you to steal anything.
Also, AVG Anti-Virus from Grisoft is anti-virus software which is also free.
Also, when you've got XP installed, activating the Firewall will help protect against trojans.