Ouch. I've had similar on my laptop (the dual-boot with Vector) and I found that, when Spybot failed me, it came time to dig into C:\Windows\System32 and see what I could find. A few odd files that had been modified or created recently didn't sit right, but were currently in use.
So, I did the first thing that came to mind - boot Vector, mount C: as read/write, and delete the little bastards.
Amazingly, they stopped cropping up in XP, and Spybot was able to fully clean the system.
If you can, list every folder in Detail mode, Date Created or Date Modified Descending, and go hunting. Guaranteed you'll find it eventually, and before you delete anything, google the exact file name.