I have this persistent infection, and it stays. Spybot labels it Wget, but Ad-Aware and Panda AntiVirus don't detect a thing. I keep removing, but it comes back after a restart. Some Googling tells me that this is a *nix tool for getting stuff from the Internet, or a Wget.trojan, as I've seen in some places.

Log is as follows:
Wget: Settings (Registry key, nothing done)
HKEY_USERS\S-1-5-21-448539723-839522115-1163311043-1008\Software\Wget
Wget: Settings (Registry key, nothing done)
HKEY_LOCAL_MACHINE\SOFTWARE\Wget
--- Spybot - Search & Destroy version: 1.4 (build: 20050523) ---
2005-05-31 blindman.exe (1.0.0.1)
2005-05-31 SpybotSD.exe (1.4.0.3)
2005-05-31 TeaTimer.exe (1.4.0.2)
2005-10-04 unins000.exe (51.41.0.0)
2005-05-31 Update.exe (1.4.0.0)
2005-05-31 advcheck.dll (1.0.2.0)
2005-05-31 aports.dll (2.1.0.0)
2005-05-31 borlndmm.dll (7.0.4.453)
2005-05-31 delphimm.dll (7.0.4.453)
2005-05-31 SDHelper.dll (1.4.0.0)
2005-05-31 Tools.dll (2.0.0.2)
2005-05-31 UnzDll.dll (1.73.1.1)
2005-05-31 ZipDll.dll (1.73.2.0)
2005-12-23 Includes\Cookies.sbi (*)
2005-12-23 Includes\Dialer.sbi (*)
2005-12-23 Includes\Hijackers.sbi (*)
2005-12-23 Includes\Keyloggers.sbi (*)
2004-11-29 Includes\LSP.sbi (*)
2005-12-23 Includes\Malware.sbi (*)
2005-12-23 Includes\PUPS.sbi (*)
2005-12-23 Includes\Revision.sbi (*)
2005-12-23 Includes\Security.sbi (*)
2005-12-23 Includes\Spybots.sbi (*)
2005-02-17 Includes\Tracks.uti
2005-12-23 Includes\Trojans.sbi (*)

I've cleaned and taken action, contrary to the log, but I just generated this report before I cleaned. I might be away from an internet connection for a few days, so please don't get mad if there is no response for a bit.