My Way is one of those "browsers helper objects" -- i.e. toolbar for Internet Explorer. While the company insist it's not spyware, we've all heard that tune before from software like Comet Cursor and Brodcast. Their web site says you can uninstall it from the Add/Remove Programs control panel, but you probably need to close IE first.

Does it really say "access denied" -- or some other message?

JennyO - the problem with tracking all the websites you visit is that spyware essentially opens a portal for collecting data from your computer and then broadcasting it to another server, without you having any control over the information collected or how it is used, even possibly including including web passwords and your online banking information. HotBar is particularly nasty. Plain English details on what is does here.