Hi Capt,
As Richard says, we'll need the HJT log.
This is a variant of CoolWebSearch that you have, and depending on which one, will depend on the difficulty of removal.
Sadly, I have to go to a funeral today, so I won't be around until later on this evening, but I'll check it when I get back.
Could you also let me know (this only applies if using XP) whether you have Home or Pro, and whether you are using NTFS or FAT32.
Cheers
Liam