Possible Oblivion Trojan

I have Windows XP, DELL Dimension 8400

I believe I may have the Oblivion Trojan. Or some trojan of the source. It doesn't seem that either Trend Micro PC-cillin is picking it up or either Ad-aware.

I first came upon this suspicion when I was trying to delete programs I hardly ever use. So I decided to delete Oblivion (The game) It wouldn't seem to delete at all. I got a error message that said.

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>SetupDLL/SetupDLL.cpp(390)
PAPP:Oblivion
PVENDOR:Bethesda Softworks (http://www.bethsoft.com)
PGUID:35CB6715-41F8-4F99-8881-6FC75BF054B0
$11.0.0.28844
@Windows Service Pack 3 (2600) IE. 7.0.6000.16705

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Then after I press OK I get another Message saying:
(Stuff in the brackets were not in the message for the following one)
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InstallShield Wizard (In the blue bar atop)
(With a big 'X' in a red circle on the side)

Setup has experienced a error.

Please do the following:
-Close any Running programs (Done that)
-Empty your Temporary Files (Done that)
-Check your Internet Connection (Done that)

Then try to run set up again

Error Code: -5001

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After that I simply went into Program files and looked for the Oblivion file folder to delete it. But thats odd, it was hidden. I had to go in through search to find it. After I deleted it that way, I went back to ADD/REMOVE programs. The Oblivion file is still there, its just a bit smaller in size and no longer has the Oblivion game logo.

Researching the possible virus, I dont have ZipLoader32.exe that can be found in the Registry Editor under: HKEY_LOCAL_MACHINE\Software\Microsoft\Windows\CurrentVersion\Run

As apparently some say that ZipLoader32.exe is the backdoor.Oblivion.

--------On a side note, I have been getting serious trojans and virus's frequently in the past 2 months which results in file curruption. I have though resorted to the use of completly erasing my system. I dont download pirated music, programs, pornography or anything that could become potentually harmful to my PC.

 

Also to add, I am not saying that Oblivion the game (even though I believe it attached to the game) has a trojan, but that there is a trojan listed out there called Oblivion.

Also, AVG doesn't catch it either.