//I'm no expert (but there are certainly some on this thread), however, I'd assume that the files it found are "hidden" somehow from your "search" function. In my case, they were in the "restore" system folder, and I had to disable it before I could begin deleting the offenders. If it's enabled, it won't allow you to mess with it.//
Well, I use 'dir /a' as my file finder; I suppose something could tamper with it, but I don't know that spyware thingies tamper with DOS.
Under certain circumstances, that's the ONLY way to see the files. Microsoft's filesystems (NTFS - and if you're using WindowsME (not sure about Win9x) FAT32) has an "undocumented" attribute known as "SuperHidden." This hides a file, even if you're folders are set to show all files. However, a "dir /a" will show these files. BTW, if you do a search on Microsoft's knowledgebase for the word "superhidden," you will not get a single hit! IIRC, Nimda was the first virus to take advantage of this, as well as the ability to block showing the extension of the file in Windows Explorer!
Mark