Hello, I got the zlob.downloader.rid trojan from a warez and realized pretty quickly it wasn't what I wanted 
1) I ran S&D several times and it found the location of the trojan and the other associated files. It was set up in My Computer/C/Program Files/Web something or other. I removed it but there was one thing left that couldn't be handled.
2) I rebooted in safe mode and reran SpyBot and removed everything else it had, ran it again and now it's clean.
3) While in safe mode I ran autorun and looked for the fishy Web folder and deleted 2 things from the registry, a zlob.dll and something else. They were in the HKLM\Software\Internet Explorer\Toolbar and HKLM\Windows\Current Version\Explorer\Browser Helper Objects if that matters. I also deleted the folder while in safe mode.
I no longer have most of the pop ups that it installed but there is still 1 icon remaining on the right startup bar saying the "system alert! blah blah" stuff so I guess something bad is still there.
HJT log:
Logfile of Trend Micro HijackThis v2.0.2
Scan saved at 1:14:53 AM, on 7/25/2008
Platform: Windows XP SP2 (WinNT 5.01.2600)
MSIE: Internet Explorer v6.00 SP2 (6.00.2900.2180)
Boot mode: Normal
Running processes:
C:\WINDOWS\System32\smss.exe
C:\WINDOWS\system32\winlogon.exe
C:\WINDOWS\system32\services.exe
C:\WINDOWS\system32\lsass.exe
C:\WINDOWS\system32\svchost.exe
C:\WINDOWS\System32\svchost.exe
C:\WINDOWS\system32\spoolsv.exe
C:\WINDOWS\Explorer.EXE
C:\Program Files\HP\HP Software Update\HPWuSchd2.exe
C:\WINDOWS\system32\CTHELPER.EXE
C:\WINDOWS\system32\RUNDLL32.EXE
C:\Program Files\iTunes\iTunesHelper.exe
C:\Program Files\AIM6\aim6.exe
C:\Program Files\Skype\Phone\Skype.exe
C:\Program Files\Octoshape Streaming Services\-------\OctoshapeClient.exe
C:\WINDOWS\system32\ubpr01.exe
C:\Program Files\Spybot - Search & Destroy\TeaTimer.exe
C:\Program Files\CreataCard\Plus\FMRemind.exe
C:\Program Files\HP\Digital Imaging\bin\hpqtra08.exe
C:\Program Files\Xfire\xfire.exe
C:\Program Files\HP\Digital Imaging\bin\hpqgalry.exe
C:\Program Files\AIM6\aolsoftware.exe
C:\Program Files\a-squared Free\a2service.exe
C:\Program Files\Common Files\Apple\Mobile Device Support\bin\AppleMobileDeviceService.exe
C:\WINDOWS\system32\nvsvc32.exe
C:\WINDOWS\system32\svchost.exe
C:\Program Files\Viewpoint\Common\ViewpointService.exe
C:\Program Files\iPod\bin\iPodService.exe
C:\WINDOWS\system32\wscntfy.exe
C:\Program Files\Skype\Plugin Manager\skypePM.exe
C:\WINDOWS\System32\svchost.exe
C:\Program Files\Spybot - Search & Destroy\SpybotSD.exe
C:\Program Files\Mozilla Firefox\firefox.exe
C:\Program Files\Trend Micro\HijackThis\HijackThis.exe
R1 - HKCU\Software\Microsoft\Internet Explorer,SearchURL = http://internetsearchservice.com
R1 - HKLM\Software\Microsoft\Internet Explorer,SearchURL = http://internetsearchservice.com
R1 - HKCU\Software\Microsoft\Internet Explorer\Main,Default_Search_URL = http://internetsearchservice.com
R1 - HKCU\Software\Microsoft\Internet Explorer\Main,Search Bar = http://internetsearchservice.com/ie6.html
R1 - HKCU\Software\Microsoft\Internet Explorer\Main,Search Page = http://internetsearchservice.com
R0 - HKCU\Software\Microsoft\Internet Explorer\Main,Start Page = about:blank
R1 - HKLM\Software\Microsoft\Internet Explorer\Main,Default_Page_URL = http://www.alienware.com
R1 - HKLM\Software\Microsoft\Internet Explorer\Main,Default_Search_URL = http://internetsearchservice.com
R1 - HKLM\Software\Microsoft\Internet Explorer\Main,Search Bar = http://internetsearchservice.com/ie6.html
R1 - HKLM\Software\Microsoft\Internet Explorer\Main,Search Page = http://internetsearchservice.com
R1 - HKCU\Software\Microsoft\Internet Explorer\Search,SearchAssistant = http://internetsearchservice.com
R0 - HKLM\Software\Microsoft\Internet Explorer\Search,SearchAssistant = http://internetsearchservice.com
R3 - URLSearchHook: AOLTBSearch Class - {EA756889-2338-43DB-8F07-D1CA6FB9C90D} - C:\Program Files\AOL\AIM Toolbar 5.0\aoltb.dll
R3 - URLSearchHook: AOLSearchHook Class - {54EB34EA-E6BE-4CFD-9F4F-C4A0C2EAFA22} - C:\Program Files\AIM Search\AOLSearch.dll
O2 - BHO: Adobe PDF Reader Link Helper - {06849E9F-C8D7-4D59-B87D-784B7D6BE0B3} - C:\Program Files\Common Files\Adobe\Acrobat\ActiveX\AcroIEHelper.dll
O2 - BHO: AOL Search Enhancement - {54EB34EA-E6BE-4CFD-9F4F-C4A0C2EAFA22} - C:\Program Files\AIM Search\AOLSearch.dll
O2 - BHO: ASCWarningBHO Class - {58472BC6-BEA3-42d4-8917-7A8BCB0711B5} - C:\Program Files\ASC 2.1\ASCWarning32.dll
O2 - BHO: SSVHelper Class - {761497BB-D6F0-462C-B6EB-D4DAF1D92D43} - C:\Program Files\Java\jre1.6.0_02\bin\ssv.dll
O2 - BHO: AOL Toolbar Launcher - {7C554162-8CB7-45A4-B8F4-8EA1C75885F9} - C:\Program Files\AOL\AIM Toolbar 5.0\aoltb.dll
O3 - Toolbar: AIM Toolbar - {DE9C389F-3316-41A7-809B-AA305ED9D922} - C:\Program Files\AOL\AIM Toolbar 5.0\aoltb.dll
O4 - HKLM\..\Run: [Adobe Reader Speed Launcher] "C:\Program Files\Adobe\Reader 8.0\Reader\Reader_sl.exe"
O4 - HKLM\..\Run: [NvCplDaemon] RUNDLL32.EXE C:\WINDOWS\system32\NvCpl.dll,NvStartup
O4 - HKLM\..\Run: [nwiz] nwiz.exe /install
O4 - HKLM\..\Run: [HP Software Update] "C:\Program Files\HP\HP Software Update\HPWuSchd2.exe"
O4 - HKLM\..\Run: [CTHelper] CTHELPER.EXE
O4 - HKLM\..\Run: [CTxfiHlp] CTXFIHLP.EXE
O4 - HKLM\..\Run: [NvMediaCenter] RUNDLL32.EXE C:\WINDOWS\system32\NvMcTray.dll,NvTaskbarInit
O4 - HKLM\..\Run: [QuickTime Task] "C:\Program Files\QuickTime\QTTask.exe" -atboottime
O4 - HKLM\..\Run: [iTunesHelper] "C:\Program Files\iTunes\iTunesHelper.exe"
O4 - HKLM\..\Run: [asc32] "C:\Program Files\ASC 2.1\asc 2.1.exe"
O4 - HKCU\..\Run: [Aim6] "C:\Program Files\AIM6\aim6.exe" /d locale=en-US ee://aol/imApp
O4 - HKCU\..\Run: [Skype] "C:\Program Files\Skype\Phone\Skype.exe" /nosplash /minimized
O4 - HKCU\..\Run: [MsnMsgr] "C:\Program Files\Windows Live\Messenger\MsnMsgr.Exe" /background
O4 - HKCU\..\Run: [Octoshape Streaming Services] "C:\Program Files\Octoshape Streaming Services\-------\OctoshapeClient.exe" -inv:bootrun
O4 - HKCU\..\Run: [wblogon] C:\WINDOWS\system32\ubpr01.exe
O4 - HKCU\..\Run: [SpybotSD TeaTimer] C:\Program Files\Spybot - Search & Destroy\TeaTimer.exe
O4 - Startup: Xfire.lnk = C:\Program Files\Xfire\xfire.exe
O4 - Global Startup: CreataCard Plus 3 Forget Me Not Reminders Tray Icon.lnk = C:\Program Files\CreataCard\Plus\FMRemind.exe
O4 - Global Startup: HP Digital Imaging Monitor.lnk = C:\Program Files\HP\Digital Imaging\bin\hpqtra08.exe
O4 - Global Startup: HP Image Zone Fast Start.lnk = C:\Program Files\HP\Digital Imaging\bin\hpqthb08.exe
O8 - Extra context menu item: &AIM Search - c:\program files\aol\aim toolbar 5.0\resources\en-US\local\search.html
O8 - Extra context menu item: E&xport to Microsoft Excel - res://C:\PROGRA~1\MICROS~2\Office12\EXCEL.EXE/3000
O9 - Extra button: (no name) - {08B0E5C0-4FCB-11CF-AAA5-00401C608501} - C:\Program Files\Java\jre1.6.0_02\bin\ssv.dll
O9 - Extra 'Tools' menuitem: Sun Java Console - {08B0E5C0-4FCB-11CF-AAA5-00401C608501} - C:\Program Files\Java\jre1.6.0_02\bin\ssv.dll
O9 - Extra button: AIM Toolbar - {3369AF0D-62E9-4bda-8103-B4C75499B578} - C:\Program Files\AOL\AIM Toolbar 5.0\aoltb.dll
O9 - Extra button: Research - {92780B25-18CC-41C8-B9BE-3C9C571A8263} - C:\PROGRA~1\MICROS~2\Office12\REFIEBAR.DLL
O9 - Extra button: Messenger - {FB5F1910-F110-11d2-BB9E-00C04F795683} - C:\Program Files\Messenger\msmsgs.exe
O9 - Extra 'Tools' menuitem: Windows Messenger - {FB5F1910-F110-11d2-BB9E-00C04F795683} - C:\Program Files\Messenger\msmsgs.exe
O14 - IERESET.INF: START_PAGE_URL=http://www.alienware.com
O16 - DPF: {17492023-C23A-453E-A040-C7C580BBF700} (Windows Genuine Advantage Validation Tool) - http://go.microsoft.com/fwlink/?linkid=39204
O18 - Protocol: skype4com - {FFC8B962-9B40-4DFF-9458-1830C7DD7F5D} - C:\PROGRA~1\COMMON~1\Skype\SKYPE4~1.DLL
O22 - SharedTaskScheduler: cramping - {629340b5-8df6-4211-9245-a86563a35792} - C:\WINDOWS\system32\uszhv.dll
O23 - Service: a-squared Free Service (a2free) - Emsi Software GmbH - C:\Program Files\a-squared Free\a2service.exe
O23 - Service: Apple Mobile Device - Apple, Inc. - C:\Program Files\Common Files\Apple\Mobile Device Support\bin\AppleMobileDeviceService.exe
O23 - Service: iPod Service - Apple Inc. - C:\Program Files\iPod\bin\iPodService.exe
O23 - Service: NVIDIA Display Driver Service (NVSvc) - NVIDIA Corporation - C:\WINDOWS\system32\nvsvc32.exe
O23 - Service: Pml Driver HPZ12 - HP - C:\WINDOWS\system32\HPZipm12.exe
O23 - Service: Viewpoint Manager Service - Viewpoint Corporation - C:\Program Files\Viewpoint\Common\ViewpointService.exe
--
End of file - 7658 bytes
Thanks

1) I ran S&D several times and it found the location of the trojan and the other associated files. It was set up in My Computer/C/Program Files/Web something or other. I removed it but there was one thing left that couldn't be handled.
2) I rebooted in safe mode and reran SpyBot and removed everything else it had, ran it again and now it's clean.
3) While in safe mode I ran autorun and looked for the fishy Web folder and deleted 2 things from the registry, a zlob.dll and something else. They were in the HKLM\Software\Internet Explorer\Toolbar and HKLM\Windows\Current Version\Explorer\Browser Helper Objects if that matters. I also deleted the folder while in safe mode.
I no longer have most of the pop ups that it installed but there is still 1 icon remaining on the right startup bar saying the "system alert! blah blah" stuff so I guess something bad is still there.
HJT log:
Logfile of Trend Micro HijackThis v2.0.2
Scan saved at 1:14:53 AM, on 7/25/2008
Platform: Windows XP SP2 (WinNT 5.01.2600)
MSIE: Internet Explorer v6.00 SP2 (6.00.2900.2180)
Boot mode: Normal
Running processes:
C:\WINDOWS\System32\smss.exe
C:\WINDOWS\system32\winlogon.exe
C:\WINDOWS\system32\services.exe
C:\WINDOWS\system32\lsass.exe
C:\WINDOWS\system32\svchost.exe
C:\WINDOWS\System32\svchost.exe
C:\WINDOWS\system32\spoolsv.exe
C:\WINDOWS\Explorer.EXE
C:\Program Files\HP\HP Software Update\HPWuSchd2.exe
C:\WINDOWS\system32\CTHELPER.EXE
C:\WINDOWS\system32\RUNDLL32.EXE
C:\Program Files\iTunes\iTunesHelper.exe
C:\Program Files\AIM6\aim6.exe
C:\Program Files\Skype\Phone\Skype.exe
C:\Program Files\Octoshape Streaming Services\-------\OctoshapeClient.exe
C:\WINDOWS\system32\ubpr01.exe
C:\Program Files\Spybot - Search & Destroy\TeaTimer.exe
C:\Program Files\CreataCard\Plus\FMRemind.exe
C:\Program Files\HP\Digital Imaging\bin\hpqtra08.exe
C:\Program Files\Xfire\xfire.exe
C:\Program Files\HP\Digital Imaging\bin\hpqgalry.exe
C:\Program Files\AIM6\aolsoftware.exe
C:\Program Files\a-squared Free\a2service.exe
C:\Program Files\Common Files\Apple\Mobile Device Support\bin\AppleMobileDeviceService.exe
C:\WINDOWS\system32\nvsvc32.exe
C:\WINDOWS\system32\svchost.exe
C:\Program Files\Viewpoint\Common\ViewpointService.exe
C:\Program Files\iPod\bin\iPodService.exe
C:\WINDOWS\system32\wscntfy.exe
C:\Program Files\Skype\Plugin Manager\skypePM.exe
C:\WINDOWS\System32\svchost.exe
C:\Program Files\Spybot - Search & Destroy\SpybotSD.exe
C:\Program Files\Mozilla Firefox\firefox.exe
C:\Program Files\Trend Micro\HijackThis\HijackThis.exe
R1 - HKCU\Software\Microsoft\Internet Explorer,SearchURL = http://internetsearchservice.com
R1 - HKLM\Software\Microsoft\Internet Explorer,SearchURL = http://internetsearchservice.com
R1 - HKCU\Software\Microsoft\Internet Explorer\Main,Default_Search_URL = http://internetsearchservice.com
R1 - HKCU\Software\Microsoft\Internet Explorer\Main,Search Bar = http://internetsearchservice.com/ie6.html
R1 - HKCU\Software\Microsoft\Internet Explorer\Main,Search Page = http://internetsearchservice.com
R0 - HKCU\Software\Microsoft\Internet Explorer\Main,Start Page = about:blank
R1 - HKLM\Software\Microsoft\Internet Explorer\Main,Default_Page_URL = http://www.alienware.com
R1 - HKLM\Software\Microsoft\Internet Explorer\Main,Default_Search_URL = http://internetsearchservice.com
R1 - HKLM\Software\Microsoft\Internet Explorer\Main,Search Bar = http://internetsearchservice.com/ie6.html
R1 - HKLM\Software\Microsoft\Internet Explorer\Main,Search Page = http://internetsearchservice.com
R1 - HKCU\Software\Microsoft\Internet Explorer\Search,SearchAssistant = http://internetsearchservice.com
R0 - HKLM\Software\Microsoft\Internet Explorer\Search,SearchAssistant = http://internetsearchservice.com
R3 - URLSearchHook: AOLTBSearch Class - {EA756889-2338-43DB-8F07-D1CA6FB9C90D} - C:\Program Files\AOL\AIM Toolbar 5.0\aoltb.dll
R3 - URLSearchHook: AOLSearchHook Class - {54EB34EA-E6BE-4CFD-9F4F-C4A0C2EAFA22} - C:\Program Files\AIM Search\AOLSearch.dll
O2 - BHO: Adobe PDF Reader Link Helper - {06849E9F-C8D7-4D59-B87D-784B7D6BE0B3} - C:\Program Files\Common Files\Adobe\Acrobat\ActiveX\AcroIEHelper.dll
O2 - BHO: AOL Search Enhancement - {54EB34EA-E6BE-4CFD-9F4F-C4A0C2EAFA22} - C:\Program Files\AIM Search\AOLSearch.dll
O2 - BHO: ASCWarningBHO Class - {58472BC6-BEA3-42d4-8917-7A8BCB0711B5} - C:\Program Files\ASC 2.1\ASCWarning32.dll
O2 - BHO: SSVHelper Class - {761497BB-D6F0-462C-B6EB-D4DAF1D92D43} - C:\Program Files\Java\jre1.6.0_02\bin\ssv.dll
O2 - BHO: AOL Toolbar Launcher - {7C554162-8CB7-45A4-B8F4-8EA1C75885F9} - C:\Program Files\AOL\AIM Toolbar 5.0\aoltb.dll
O3 - Toolbar: AIM Toolbar - {DE9C389F-3316-41A7-809B-AA305ED9D922} - C:\Program Files\AOL\AIM Toolbar 5.0\aoltb.dll
O4 - HKLM\..\Run: [Adobe Reader Speed Launcher] "C:\Program Files\Adobe\Reader 8.0\Reader\Reader_sl.exe"
O4 - HKLM\..\Run: [NvCplDaemon] RUNDLL32.EXE C:\WINDOWS\system32\NvCpl.dll,NvStartup
O4 - HKLM\..\Run: [nwiz] nwiz.exe /install
O4 - HKLM\..\Run: [HP Software Update] "C:\Program Files\HP\HP Software Update\HPWuSchd2.exe"
O4 - HKLM\..\Run: [CTHelper] CTHELPER.EXE
O4 - HKLM\..\Run: [CTxfiHlp] CTXFIHLP.EXE
O4 - HKLM\..\Run: [NvMediaCenter] RUNDLL32.EXE C:\WINDOWS\system32\NvMcTray.dll,NvTaskbarInit
O4 - HKLM\..\Run: [QuickTime Task] "C:\Program Files\QuickTime\QTTask.exe" -atboottime
O4 - HKLM\..\Run: [iTunesHelper] "C:\Program Files\iTunes\iTunesHelper.exe"
O4 - HKLM\..\Run: [asc32] "C:\Program Files\ASC 2.1\asc 2.1.exe"
O4 - HKCU\..\Run: [Aim6] "C:\Program Files\AIM6\aim6.exe" /d locale=en-US ee://aol/imApp
O4 - HKCU\..\Run: [Skype] "C:\Program Files\Skype\Phone\Skype.exe" /nosplash /minimized
O4 - HKCU\..\Run: [MsnMsgr] "C:\Program Files\Windows Live\Messenger\MsnMsgr.Exe" /background
O4 - HKCU\..\Run: [Octoshape Streaming Services] "C:\Program Files\Octoshape Streaming Services\-------\OctoshapeClient.exe" -inv:bootrun
O4 - HKCU\..\Run: [wblogon] C:\WINDOWS\system32\ubpr01.exe
O4 - HKCU\..\Run: [SpybotSD TeaTimer] C:\Program Files\Spybot - Search & Destroy\TeaTimer.exe
O4 - Startup: Xfire.lnk = C:\Program Files\Xfire\xfire.exe
O4 - Global Startup: CreataCard Plus 3 Forget Me Not Reminders Tray Icon.lnk = C:\Program Files\CreataCard\Plus\FMRemind.exe
O4 - Global Startup: HP Digital Imaging Monitor.lnk = C:\Program Files\HP\Digital Imaging\bin\hpqtra08.exe
O4 - Global Startup: HP Image Zone Fast Start.lnk = C:\Program Files\HP\Digital Imaging\bin\hpqthb08.exe
O8 - Extra context menu item: &AIM Search - c:\program files\aol\aim toolbar 5.0\resources\en-US\local\search.html
O8 - Extra context menu item: E&xport to Microsoft Excel - res://C:\PROGRA~1\MICROS~2\Office12\EXCEL.EXE/3000
O9 - Extra button: (no name) - {08B0E5C0-4FCB-11CF-AAA5-00401C608501} - C:\Program Files\Java\jre1.6.0_02\bin\ssv.dll
O9 - Extra 'Tools' menuitem: Sun Java Console - {08B0E5C0-4FCB-11CF-AAA5-00401C608501} - C:\Program Files\Java\jre1.6.0_02\bin\ssv.dll
O9 - Extra button: AIM Toolbar - {3369AF0D-62E9-4bda-8103-B4C75499B578} - C:\Program Files\AOL\AIM Toolbar 5.0\aoltb.dll
O9 - Extra button: Research - {92780B25-18CC-41C8-B9BE-3C9C571A8263} - C:\PROGRA~1\MICROS~2\Office12\REFIEBAR.DLL
O9 - Extra button: Messenger - {FB5F1910-F110-11d2-BB9E-00C04F795683} - C:\Program Files\Messenger\msmsgs.exe
O9 - Extra 'Tools' menuitem: Windows Messenger - {FB5F1910-F110-11d2-BB9E-00C04F795683} - C:\Program Files\Messenger\msmsgs.exe
O14 - IERESET.INF: START_PAGE_URL=http://www.alienware.com
O16 - DPF: {17492023-C23A-453E-A040-C7C580BBF700} (Windows Genuine Advantage Validation Tool) - http://go.microsoft.com/fwlink/?linkid=39204
O18 - Protocol: skype4com - {FFC8B962-9B40-4DFF-9458-1830C7DD7F5D} - C:\PROGRA~1\COMMON~1\Skype\SKYPE4~1.DLL
O22 - SharedTaskScheduler: cramping - {629340b5-8df6-4211-9245-a86563a35792} - C:\WINDOWS\system32\uszhv.dll
O23 - Service: a-squared Free Service (a2free) - Emsi Software GmbH - C:\Program Files\a-squared Free\a2service.exe
O23 - Service: Apple Mobile Device - Apple, Inc. - C:\Program Files\Common Files\Apple\Mobile Device Support\bin\AppleMobileDeviceService.exe
O23 - Service: iPod Service - Apple Inc. - C:\Program Files\iPod\bin\iPodService.exe
O23 - Service: NVIDIA Display Driver Service (NVSvc) - NVIDIA Corporation - C:\WINDOWS\system32\nvsvc32.exe
O23 - Service: Pml Driver HPZ12 - HP - C:\WINDOWS\system32\HPZipm12.exe
O23 - Service: Viewpoint Manager Service - Viewpoint Corporation - C:\Program Files\Viewpoint\Common\ViewpointService.exe
--
End of file - 7658 bytes
Thanks