During browsing the computer suddenly rebooted itself. This was suspicious, I instantly thought some badware installed itself and rebooted, so it can hook into the boot process. When Windows restarted something started to eat the CPU. Windows firewall warned about Conficker.C. Downloaded Conficker cleaners, they found nothing.
Booted into safe mode, checked startup with msconfig and exiap6415386.exe was there. Removed it and also svchost which was added to startup, but it wasn't there previously as far as I remember. Is my svhcost infected? >:-/
Now things seems okay, but I checked online exiap6415386. It is some new variant, antivirus tools don't even recognize it yet apparently.
Update: Spybot says it's SmitFraud.C Or is it a different one which also creeped in? :P
Update2: Make sure you always have a Live CD at home for situations like this, so you have a clean system to get info from the net about removing the badware. Using the infected OS is not a good idea. I used an Ubuntu Live CD, but any other will do.
Also, check out the comments here. There is good info there.