Are you using XP? If so, it's hard to get rid of certain things as it automatically backs them up and when you delete them it replaces them.
Also to see all files, open My Computer, Select Tools, then Folder Options, Click View, then select "Show Hidden files and folders".
No, I have have windows ME. But, I do have my folders set to show the hidden files and folders. It's so frustrating, because I'm not finding anything that looks suspicious. :(