A rootkit is basically a hidden process on your computer that can be controlled by a third party (=hacker) without your knowledge. These rootkits are more dangerous than any other malware (=malicious software), because that third party could take complete control of your desktop computer.
Because I really hate the "control by fear" approach of the IT market I want to add, that you are probably NOT infected with these programs.
However: If you have downloaded illegal programs (like "cracked software", pirate copies, etc.) you might be infected with spyware, viruses or these rootkits.
Right now the infection rate is so low, that we only know of ONE point and click program for windows: Blacklight of F-Secure, which scans for and removes rootkits.
Hurry if you want to test it: they keep it free until the end of the year (2005):
Rootkit Scanner (free for trial) Download...