In addition to what Jonah Jones said...
I suspect that if you were to go to your folder at C:\Documents and Settings\(Your User Name)\Local Settings\Temp, you would find that there are a lot of .tmp files and maybe even one or more .exe files, and if you do find any .exe files, then they are probably working in the Task Manager. (To see this folder, you have to open Folder Options and click on "Display the contents of system folders" and "Show hidden files and folders". Then uncheck "Hide extensions for known file types" and "Hide protected operating system files. (Recommended)")
Follow my instructions at http://forums.cnet.com/5208-6142_102-0.html?forumID=5&threadID=274178&messageID=2645258&tag=mcnt. If that doesn't take you directly to my post, it is number 4 of 6, and then read 6 of 6 too.
I forgot to mention in that post that you should have one file in each of the Temp folders that you cannot delete because it is active. In your user Temp folder it will be a .tmp file and in the Windows\Temp folder, it will be something that will look like Perflib_Perfdata_700.dat. If you cannot delete all except for one, then delete as many as you can, reboot, and then try to delete the rest.
I do this on a regular basis to keep my computer running clean from spyware and adware.
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