netskrnl.dll?

[Brakes on]

For some days now I have been getting the following message when I log on:

"Error loading C:\Documents and settings\my user name\Local settings\Temp\netskrnl.dll.
The specified module could not be found"

My friend Google knows absolutely nothing about this dll and it not being loaded does not seem to effect any programs I have been running so far.

About the time this message appeared, I was infected by a trojan (Generic StartPage!bb) and was also informed by my bank that my internet banking details (access code, PIN etc.) were found on the internet.
Can anybody shed some light on this?
Thanks in advance.
Brakes

Edited to add I'm using McAfee anti-virus and firewall, updated automatically, but have just found out that Windows firewall mysteriously was switched on as well.
I am running Windows XP SP3.

[Twitcher]

recent post when I had similar (http://www.pprune.org/computer-internet-issues-troubleshooting/430323-missing-dll.html)

[Tarq57]

MBAM. (http://www.malwarebytes.org/) Free version available. Install, update, and run a quick scan.

Consider changing your AV, and maybe hardening your system up a bit.

[M.Mouse]

Start here (http://forums.majorgeeks.com/showthread.php?t=35407) and follow the instructions precisely.

[Brakes on]

Thank you all for your fast answers.
Tarq57: I had run a full MBAM scan, but forgot to mention it in my first p*st. Nothing was found.
Twitcher and M.Mouse: Now I know what my Sunday occupation will be:).
Thanks again, will be back when I have news.

[Tarq57]

My Google friend knows nothing of the file name of this dll, either. The only hits were to this thread.

It's likely to be a leftover reg entry that is attempting to get the (now nonexistent) file to run. It seems likely your AV quarantined the file/s (looked in the quarantine?) but without tidying up the leftover, and in this case probably malicious, reg entry. The main point would seem to be that the file is now absent, the trojan cannot run without it. (Probably.)

Ccleaner has a reg cleaner that might find it, or if you know how to search the registry you could find it yourself.

[Brakes on]

Tarq57,
It would appear you hit it on the head. I had run ccleaner, which didn't solve the problem, I also ran the procedures suggested by M. Mouse which found a few odds and ends, but no solution either. I then ran another registry cleaner which seems to have found the problem because it's gone.
Thank you all again for your time and help.
Brakes

[Tarq57]

Brakes on, you're welcome.

Be a little careful with using reg cleaners. It's not unusual at all for some of them to clean up registry entries that might still be valid. (Some are worse at this than others).
The effect of this might be that a particular program might not work properly following such a clean. Re-installing the program fixes this. (But it's a pain.)

Worst case is that a reference to an OS system file is removed (that is generally all they do- remove entries they perceive to be orphaned) - and the OS then needs to be re-installed.

Two reg cleaners I have had very few false positives with are Ccleaner (cryptically called "issues" in the GUI) and TweakNow registry cleaner.

Whenever running one, always select the default option to make a backup, just in case.

[Brakes on]

Tarq57,

Thanks again for your advice. I usually are very careful when it comes to registry. But this time I was desperate and I seem to have come of it unhurt.

Brakes