You need to download a progam called "Hijack This". It will show you your registry data and you can remove unwanted elements. If it's variant of Coolwebsearch (which I suspect it is), it'll be tricky to remove. But try:
http://www.spywareinfo.com/~merijn/downloads.html
http://www.spychecker.com/program/hijackthis.html
Tell me about it .. I know the file/folder that need to be deleted .. I just can find it
Thanks for that link .. I'll give it a try