Can not download tools to remove mal-ware

Yes, I have read the forum topic: http://forums.majorgeeks.com/showthread.php?t=198217

My problem is different than his. I went through the Must Read First topic and followed the steps, but I can't download any of the things it tells me to download. (I am using Windows XP and Firefox). Whenever the window pops up and has two options 'save file' and 'cancel' I click on 'save file' and then nothing happens. I tried it again and nothing happens. I have tried this with multiple tool downloads and again nothing happens. When I go to the Firefox 'Tools'>'Downloads' window it is blank.

I know this is a mal-ware problem. Recently I accidently downloaded something from an untrustworthy website and WhiteSmoke toolbar was downloaded. I went through all the steps to remove it. Whitesmoke isn't popping up and the toolbar is deselected, but the option to view it is still there when I right-click the top of the browser. When I go to 'control-panel'>'Add or Remove Programs' Whitesmoke doesn't show up. When I go to the Firefox add-ons section Whitesmoke still doesn't show up. Basically it's still there, just staying dormant.

Here are the problems that I am having:
-Desktop and Start menu icons don't open when clicked/double-clicked. I have to right-click the icon and select 'open'.
-Quick launch icons disappear whenever I log onto my Windows user.
-Can not download anything from the internet. I stated that problem above^.
-PC is generally running slower than normal, esp. Firefox.

I have run Spybot S&D and it can't find anything, as well as AVG (the only anti-virus and anti-spyware programs I have). I haven't ran them since I opened up all hidden files and folders yet, though. Also, I have run CCleaner multiple times and still nothing.

 

Update: AVG poped up saying that it detected a threat. I went to the file and it noticed multiple threats, then it healed both of the threats. When I opened Firefox and right-clicked the top of the browser, WhiteSmoke toolbar option was gone. My PC is running a bit faster, but still slower than normal. Also, my icons are still not working, and I still can not download anything.