How to remove this program on my cell phone

[Cane]

Recently, I find my mobile phone runs slowly, so I check the applications of my cell phone and find a strange program like this".... sms spy.exe......" I search it in Google. It shows that is a sms spy software. I don't know who install it on my cell phone and when someone did it. I try to delete it, but there is no use. Can anyone tell me how to remove it from my cell phone? Thanks a lot.