Whiz,
Have a look in c:/Documents andSettings/whiz/local settings/temp , it may be hiding there.
You may have to go to folder settings to view hidden and system files.
My son had it hiding in there with his login, when I opened IE it went into my folders. If there, delete / rename it and restart your computer and it should be gone.
probably a good idea to check local settings/temp for other users as well.
This time it should be good, but it is a tenacious little bugger.