I use a program on occation to root out those little buggers but its not your everyday user friendly program.
Hijackthis
Will display every file open, every .dll being used and every program being run. If you have a virus thats being difficult to get rid of this thing can. Only problem is all it does is display EVERYTHING! That includes operating system files, programs you normally use and such. Delete the wrong file and say goodbye to windows...
I have cleaned up a number of pc's this way though I never leave it on the pc only because if the owner opens it and clicks the wrong thing its a dead pc.