What AV are you using? Did you check for ad/spyware as well? Just because your AV didn't find a virus/trojan etc doesn't mean that one's not there...sounds to me like you're infected.
File types should not change. LW does not change file types. Are you scanning files with your AV before you open them?

I'd suggest you go to a help site for this. You may need to post a HijackThis log & we can't read those. See point 5 here for links
WARNING: Viruses on the network you should be aware of
*(Norbiesworld is no longer providing help, so don't go there)

Or try one of these
http://forums.spywareinfo.com/index.php?showtopic=79038
spywarewarrior.com
http://www.bleepingcomputer.com/forums/

We're all volunteers here, the forum has been playing up & some of us haven't been able to log in for almost 24 hours so ******* STOP SHOUTING AT PEOPLE & BE PATIENT