How to remove jay.exe.

Double-click on My Computer, go to Tools > Folder Options and click on the View tab. Under Hidden Files and Folders, check "Show hidden files and Folders", uncheck "Hide Protected operating system Files (recommended)", uncheck "Hide file extensions for known file types", and hit Apply > OK.Open My Computer, right-click on your primary drive (DO NOT double-click), select "Explore", and search for any autorun.inf at the root. Repeat the search on all your drives (including your flash drive). If autorun.inf is present continue as follows:Reboot your computer in "Safe Mode" or "Safe mode with command prompt" using the F8 method. To do this, restart your computer and after hearing your computer beep once during startup (but before the Windows icon appears) press the F8 key repeatedly. A menu will appear with several options. Use the arrow keys to navigate and select the option to run Windows in "Safe Mode With Command Prompt".
Go to Start > Run and type: cmd

press Ok.
At the command prompt, type in your primay drive location, usually C:
You may need to change the directory. If so type: cd \
Hit Enter.
Type: attrib -s -h -r -a autorun.inf
Hit Enter.
Type: dir
Hit Enter. This will allow you to see and confirm the Autorun files.
Type: del autorun.inf
Hit Enter.

Repeat the above commands for each drive on your computer.

Now search for and remove jay.exe
At the command prompt, type in your primay drive location, usually C:
Type: dir /s jay.exe
Hit Enter.
If the file is present, type: del jay.exe
Repeat the above commands for each drive on your computer.
Exit the command prompt and reboot normally.