Adware.Zugo Question

Ok so i just ran a mbam scan and to my surprise something called Adware.Zugo popped up. I am very careful on the computer, my browser (Firefox) has apb, noscript, WOT, etc to ensure that nothing gets in via the browser. Im running ZA Pro to block major outsider attacks, and i am very cautious on what programs i install.

It is to my understanding that Adware.Zugo is part of the Bing Toolbar from MS. Ive never even opened or ran IE on my system since my w7 install which was a few weeks ago. I am 100% sure i have not installed any form of any toolbar. i know often toolbars are secretly installed through legit software, which is why i always choose custom installs. So the bottom line is...to my knowledge Zugo did not get in through the browser, or a 3rd party attack, or through legit software

My only guess would be that perhaps through a MS update they tried to slip something in (perhaps an IE update) which sets your default homepage to bing? maybe im totally wrong, but let me know what you all think on this subject.

This was the location of the infected registry key: HKEY_CURRENT_USER\Software\Zugo

it was the only thing found on my system scanned with mbam and was removed. I also scanned with AVG after the removal of the key and not a thing in sight was found.

Let me know.
Thanks again!