Don, from my experience yesterday, it does not help to remove stuff in normal mode.
Run the machine in Safe mode and then run
AdAware, SpyBot, Virus checker and control the registry.
And manually delete the bad .exe files.

Btw, analysis of the problem by an expert revealed that a firewall would have been of absolutely no help at all - all the stuff came in through HTTP - started by a Java Applet (but in the page there are also other mechanisms like ActiveX and so on to get that stuff into the machine).