There is a variety of malware about ( can't remember the name offhand!) that requires very careful treatment to fully undo the changes it makes, including changing the desktop wall paper, and disabling the ways of editing it.
First, please explain exactly what you did to remove this, and also please download http://www.merijn.org/files/hijackthis.zip
Copy it into its own folder, doubleclick HijackThis.exe, and hit "Scan and save log".
When the scan is finished, the log will open in Notepad. Do Ctrl-A to Select All, and copy its contents here. Most of what it lists will be harmless or even essential, don't fix anything yet.
be wary of strong drink - it may make you shoot at tax collectors, and miss!