When things are not working well, I offer Grif's advice.
The reason there are so many tools is that not one tool finds or corrects it all.
Here's what I have on my PC. A short list.
1. Avast (the free one)
2. The stock firewall.
3. I don't use IE but Chrome and SeaMonkey (most will use FireFox.)
4. I added Web Of Trust and AdBlock Plus to my browsers.
That's it. And in one year my scans have found harmless cookies.