C:/cmd.hta warning upon startup

Hello,

I have been getting a warning from my antivirus regarding a scrip C:/cmd.hta that wants to execute itself upon Windows XP startup. It recommends me to stop the script which I do. I looked on the Internet and found several things. One said it's caused by P2P networking related to Kaaza, which ofcourse I haven't downloaded! Other suggestions for removing it was a system restore, which I prefer not to, cause last time I didn't have a good experience with it.
Anyways I can locate this executable file, any suggestion what I should do about it, since I'm sure removing it to the recycle bin doesn't do any good as was also stated on the Internet.

Thanks for your help.