Interesting Malware/Spyware running that I can't find

I aquired an interesting piece of Malware/Spyware that is resisting in the system tray. It is NOT in Task Manager or under Services. I have done a virus scan, AdAware & Spybot. All turn up empty.

The icon in the systen tray is a shortcut, to of all things, a website that has a antivirus program;
[L=http://www.anti-vermins.com/?aff=334]http://www.anti-vermins.com/?aff=334[/L]

I searched the Registry for the names of the program and company, but that turned up empty. I can usually find these .exe or .dll buggers, but this one has me.

Orginally it was a small .exe 'fix' for another program, but it downloaded and installed this program (see link) and a ActiveX program. I uninstalled the programs, but the VideoActiveX program was still there with three .exe programs running (that showed in Task Manager). I couldn't stop them from loading so I remeoved them from my other bootable drive while they were not active.

That is where I am now. Nothing shows but this blinking question mark icon with a balloon that says "System Alert". Again, I have only 13 processes running at startup, all M$. No new processes.

This is exactly what it was;
http://411-spyware.com/remove-anti-vermins

I got it removed ok.