Program starts up after deleted

[Sneerz]

Well, I downloaded this trainer for a game. I have an avg exception file where if there is a false positive, I can put that program in there.
I started it up, ran it with the game, and it didn't work. (I never put it in the folder where I have an exception, and I never got a virus warning.)
I deleted the game, and the next time I started my computer it started 3 times, then crashed. A bunch of runtime errors popped up and Windows Explorer went non-responsive. Then it all stopped until next startup.

I went looking for the program, searched the C: drive, and found it located in my Temp file under AppData. Deleted it, then it returned after another startup. I could not believe it, it must be some type of stealth virus.

I changed the permissions on that, made it so no one could access it... no luck.
I searched the registry with TuneUp 2009 registry search and found two subkeys belonging to it. Deleted them, same thing keeps happening, they return to the registry...

I check my other User account on my computer, It's worse. When I log on, It keeps starting and won't stop unless I open notepad (or any other software to prevent Windows to log off.) then attempt to log off, stops the process, and cancel it.

I have no other choices, could this be the Alcan virus, could the Brute Force Remover Delete it? I have been afraid to use it. Could I also use ComboFix and catchme. I heard they can be dangerous to use without a malware expert's ok..

Any suggestions?
Thanks in advance

PS: Sorry for the long post :)

[amateur]

Hello and welcome to TSF.

I have no other choices, could this be the Alcan virus, could the Brute Force Remover Delete it? I have been afraid to use it.

Please do not attempt to do any self-fixing if you're asking for assistance here. It complicates matters and makes it harder for us to clean.

Could I also use ComboFix and catchme.

In addition to my above comment: Also, as seen in Post #2 of our sticky topic 'NEW INSTRUCTIONS Read this Before Posting For Malware Removal Help'

Why we don't ask you to run ComboFix from the onset

As stated by the author of ComboFix:

ComboFix is a very powerful tool which when improperly used may render your machine to a doorstop.

We first need to verify if there's any rootkits present and how they could affect our tools. DDS & GMER are preliminary scans. We use their logs to map our strategy for attack.

With these logs we can determine the infections present & decide whether to deploy ComboFix.

We want all our members to perform the steps outlined in the link given below, before posting for assistance. Please follow our pre-posting process outlined here:

NEW INSTRUCTIONS - Read This Before Posting For Malware Removal Help

After running through all the steps, you shall have a proper set of logs. Please post them in a new topic, as this one shall be closed.

If you have trouble with one of the steps, simply move on to the next one, and make note of it in your reply.

Please note that the forum is very busy and if I don't hear from you within three days this thread will be closed.