When I right click my mouse I've got extra options like: Download all by Net Transport Shorten URL Strange, I never installed these programs? How can I remove these annoying items.
go into add/remove programs in control panel and see if it is in there download and run adaware and spybot S&D http://www.lavasoftusa.com/software/adaware/ http://www.safer-networking.org/
Scan your PC for programs that you are not aware of. Something must of been installed for that to happen.
Well, the only alternative to that advice is formatting and that sucks even more. Maybe search on Net Transport and find out what kind of program it is and made by whom. Then look for a folder of a similar name and get rid of it. In the registry you can amend these drop down menus as well, just search on that topic with your OS and you will find a solution.
If they aren't there by your choice then it definitely spy/adware. Did you remember to update you definition files?
If you are comfortable editing the registry you can remove them from here: HKEY_CURRENT_USER\Software\Microsoft\Internet Explorer\MenuExt If they come back then they are most definitely spy/ad ware.
You should also be able use that path to see where the dlls are being pulled from. If you feel comfortable you might want to try moving or deleting them. (Please do so at your own risk).