Switch off system restore before you start

In Safe Mode
Run Hi-jack this and Spybot
Also check in Add/Remove programs and uninstall SEP/Middadle.
Follow previous instructions that you've done to get rid of registry entries

Scrap the MS firewall it is pants, install ZoneAlarms its free FFS and like yourself I run ZoneAlarms and AVG and I have never, repeat never gotten anything on my PC.

Good luck. I had fun with this kiddy about a week or so ago and I did the above to get shot of it, so far it hasn't come back