Trojan attached to Internet Explorer

[Ralph]

Whenever I start Internet Explorer, AVG pops up a thing saying it's found a Trojan called Proxy.12.BM. I have also found a suspicious file in Windows/System32 called msupd4.exe which reappears on every reboot (it isn't anything to do with microsoft update, I thought of that). I've tried AdAware, Spybot S&D and a couple of others with no success. This thing is well and truly attached itself to Internet Explorer. I'm using Firefox now (tis really good!) but this thing is still lurking on this PC and I can't rest untill it is gone.
Anyone got any ideas?

[greenster]

Probably not a solution as much as a pointer. I've got Trojan.Startpage which has somehow slipped past Norton AV. It also seems to be coming from Explorer. Symantec tells me it can be resident in the DOS memory. Norton keeps telling me it is hitting me but it won't remove it. If you search this site using Trojan as a keyword one of the answers links you to a site called Panda, something which gives you a free download. It's a 27MB programme so is probably more than the free scans offered by most so called free downloads. I'm saving it at the moment but I'm on dialup so it may take some time. I'd appreciate any comments on how to get this thing out of DOS though. I'll keep you posted on the download...Good luck