It probably isn't a virus but you may have a Rootkit. Was your pen drive in your computer when Kaspersky scanned? Maybe Kaspersky wasn't instructed to look at it but your friend's instalaltion is set up differently and therefore found the threats.
If you have a Rootkit you need some specialist utilities to find it but before you do that, you need some specific symptoms to make it worth all the effort. What is actually happening in your system?