Post here the Hijack log DB.
Here is stip on getting rid of a.exe :-
what happens is that these exe files are set to start up automatically, then when you try and delete them from System32 folder, you get Access is Denied.
I would check the HKLM\Software\Microsoft\Windows\CurrentVersion\Run folder in the registry. To get to the registry, go to Start, Run, type Regedit.
Once you delete from there, reboot, then try and delete it from System32.
This file sounds like it's spyware, so you can also run Ad-aware or another spyware program.
HEED this warning :-
http://www.auditmypc.com/process/a.asp
and this
http://www.lavasoftsupport.com/index.php?showtopic=8862
Basically, looks like you have a nasty trojan installed which can allow someone who gets access to your pc to do things like redirect all of your web traffic, corrupt system files, copy/delete any data etc - basically anything malicious. You should find that your firewall is warning you of outbound traffic to one or more IPs - this is the trojan "talking" to the attacker - it talks outbound to a particular IP and once it sets the session up, the attacker is in on your system. Most of these trojans are obvious and can be dealt with, some however will hide themselves by renaming your system files and then taking over from there.
When you run a FULL virus scan, what do the logs say ? Download and run both AdAware and Spybot 1.6 - make sure you update before doing a FULL scan. You can also do a FULL scan using EWIDO anti spyware - may take days to run but is very thorough. You need to be aware of two things :-
1. It is probably not safe right now to connect your PC to the network.
2. If your system files have been compromised, you may have to reinstall the OS.
My guess is that you have CWS (CoolWebSearch) on your machine.
Lots of instructions on how to detect and remove if you google "remove coolwebsearch".
One final thing (I know the horse has already bolted but...), download and install the IE7 patch or just stop using IE.
GL dude