Window never closes

I have a window on my screensaver that opens every time i start the computer (only with internet connection) and never closes. When I right click with the mouse - in an attempt to close - shows the name SmallDownloadManeger Application (obviously when downloading games :[). But when I shut down the computer, it says the system can't close task host manager, and eventually closes...
Are these related?
and How to eliminate the window? I'm never able to see my screensaver :(
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More about window closes
  1. scan the system for virus/malware infection..

    i would suggest malwarebytes and MSE
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Configuration Screensaver Computers Internet Connection Windows 7