After I did a defrag of my HD I noticed a file that cannot be defragged. It is U.EXE. I do not know what that is. I have googled it and it says it is a trojan. But it shows up under Comodo using Windows Explorer. Can you tell me what U.exe is and what I should do to remove it, if it is a trojan?

Try uploading it to CIMA or Virustotal and see what the results turn up.