CTMBHA.DLL is not a virus or a spyware. It is a file which is installed by Creative sound cards. It may also run on your startup of your computer if you have an Audigy processor installed in your computer. It is a harmless file and does not change any existing settings on your computer. Some people get an error such as initialisation of the file failed. It means that the file has been corrupted or missing. The best thing to do is either remove all the files relating to it or install all the files all over again. The meaning of the file name means 'Creative Audio Control MB Module'.
