Can't Get Rid of a Mysterious Setup.exe File

A while back a setup.exe file appeared in "My Documents." I've tried deleting it and AVG sometimes pops up and says that it is a virus and "takes care of it." But it always re-appears after a reboot. I can't tell what it's doing to my system, but I'd like it gone. I'm running Windows XP SP2. I've run multiple spyware scans also. What should I do?

 

http://www.majorgeeks.com/images/grenade.gif Run ALL the steps in this Sticky thread READ & RUN ME FIRST Before Asking for Support

• Make sure you check version numbers and get all updates.

http://www.majorgeeks.com/images/grenade.gif Very Important: Make sure you tell us the results from running the tutorial...was anything found? Were you unable to complete any of the scans?...Were you unable to download any of the tools?...Did you do the on-line scans as suggested? etc.

http://www.majorgeeks.com/images/grenade.gifAfter doing ALL of the above and you still have a problem, make sure you have booted to normal mode and run the steps in the below thread to properly use HijackThis and attach the log:

http://www.majorgeeks.com/images/grenade.gif Downloading, Installing, and Running HijackThis

• Make sure you also rename HijackThis.exe as suggested in the procedures. Use analyse.exe for the new name. This is very important due to some new infections going around..

http://www.majorgeeks.com/images/grenade.gifWhen you return to make your next post, make sure you attach the following logs and that you have run these scans in the following order too:

• CounterSpy
• AVG Antispyware log - ONLY IF NEEDED you were not able to run CounterSpy
• Bitdefender - from step 6
• Panda Scan - from step 6
• runkeys.txt - the log from GetRunKey.bat
• newfiles.txt - the log from ShowNew.bat
• HijackThis

NOTE: You can only attach 3 files in a single message so it will require that you use two messages to attach all of these logs![/FONT]