It's been a while. But help needed again.

You all helped save my PC from spyware hell a long while ago and since then have been good. I promice! Have my Wife's friends tower that somehow she thought I could help with. (I was willing to look at it as I know the family does not have a lot of cash to spend on expert service.) Silly me! I must say if any of you were getting paid to help out here it would never be enough!

It's an XP system and they clicked on all the wrong things when those fake virus and spyware windows came up on the screen. I'll run threw some of the things I did and see what you feel would be a good idea to try next.

They have AOL, and also have a home page load from internet explorer from the cable company they get thier internet service and email threw. Have gone in and removed all the usual suspect programs, Upgraded to the latest version of internet explorer and cleaned out the files, cookies etc. Did windows update and got up to date on all the critical stuff, dumped all aol's programs and loaded the latest version from thier web site but left out thier security center (Virus, spyware, firewall) As I never liked how they ran on my first system anyway they seemed to be part of the problems. But I still got the "Spyzapper" that I guess is Ok I just turned off the little windows it likes to open. Loaded Zone Alarm for the firewall, AVG 7.5 for the virus protection, Adware SE-Personel, Spybot, and a 30-day trial of AVG 7.5 spyware. (OK maybe I went a little overboard with the spyware programs.) To round things out was CCleaner. Got into safe mode and scanned and scanned the hell out of it. And then I scanned some more.
In the end it is running a lot better but there is still something causing problems. I thought at first it was just some adware as it would open an explorer window while online. (Most often to a web page from broadcaster.com) But then I ran into a more scary problem. When I went to yahoo's main page from internet explorer and did a search on anything, another explorer window would open within a few moments with seach results from another "search engine" of some sorts with results relating to what I had typed into yahoo! I have never even heard of this??
Well I'm at a loss at this point as to what to do next. I have printed out the "do this first" posting and just want to check for input before I start as I have no idea what I am looking for at this point. Since I should keep only one spyware program what should I keep? Plus will removing the program clear the quarantine folders? At this point have spend way too much time on this for what I'm getting paid. Of course it's the same as your getting paid to read this, zip, nada, nothing! Thanks in advance for any ideas before I attack this again tomorrow. Perry