Hi allthatglitters,
Glad you're sorted out.
res://rcvki.dll/index.html
This is one of the latest variants of CoolWebSearch. Without more detail, I couldn't say for sure which one, but most use a super-hidden file with locked permissions, which makes it both difficult to find and to delete. If you have a look around the security forums, you will see many people in the same boat as you were.
Cheers
Liam