Do you know which is "msplus.dll" ?

It should be a trojan virus or spyware/adware, I think you should try to remove it.

Do you know how to remove it.

It cannot delete directly :<

You should be able to delete it in Safe Mode.  But before you do that, you might want to make sure that it is really an adware.  Don't just delete something just by listening to someone on the internet ar.  

1) Why are you suspecting that file is something you don't want?

2) Have you tried using any virus scan or adware remover such as Spybot or Ad Aware to clean up your computer?