malware scans

When I perform a malware scan is it enough to limit the scan to the registry and cookie file? Often I find malware software seaching all of the files on my C drive.

 

Let me add to my previous post. Is malware ever found in text and picture files in My Documents or My Pictures? I once heard about a virus in jpegs. How about in Program files? Most of what my ad aware and spybot find are in the registry and cookie file.