Possible Infection?

I recently started to notice that my cursor acting strange. By that I mean usually when you open up a program or something that requires the system to "think" or "load" you get the blue circle next to the arrow. I starting to see this happen for no apparent reason, it happens in quick bursts I usually just catch it out of the corner of my eye.

My Virus software does did not pick anything up ( KIS 2010 ) and I ran MalwareBytes and it picked up a Hijack display entry in the registry for "NoActiveDesktopChanges" from what I have found this is not an issue.

So I am not sure if I have anything to worry about, before I start a log I was hoping to get an idea if this is anything to worry about.

As always thanks in advance...