CW Shredder is a nice little program that will help remove Cool Web Search. But you also have to comb through the Registry to get rid of it completely.
I hate to think how much of my computer's memory is taken up by Norton AntiVirus, ZoneAlarm, Spyware Blaster, Spyware Guard, SpamPal, Ad Muncher, and all the other programs I use to prevent infections. It wouldn't surprise me that it's about 75% protection and 25% programs that I'm running. And that's not to speak of all the complications that have been introduced into Windows itself in order to block these various malicious attacks. SP2 has definitely slowed my computers a bit.
CWShredder didn't do the trick for my polluted PC and my techie fiance working on it; we did the process three times with no luck. A Format C solved the problem nicely, though, and freed up a chunk of space.