WHEW! That is a long one! Let me see how far I can get in answering point by point. If I don't finish tonight, I promise I'll finish tomorrow.
"If you have something malicious that is trying to download stuff, it would be able to do so even with no browser at all installed on your system."
Ok, I found that out already even after I
thought I had deleted IE. You betcha! It still pops up whenever I use a Windows anything... even my spyware!
"Don't know if you remember the court cases going on when Microsoft was being sued."
I remember when they got sued but I didn't know all of the details. All I was aware of was they wanted to split Microsoft up because it was monopolizing the industry.
"At the top of one of those file windows it shows the folder "address", usually shows a little yellow folder icon followed by c:\foldername\anotherfoldername\filename.gif or something... (if you don't see that, go to "View" -> "Toolbars" -> and check "Address Bar")"
Uh-hu. I found that out when I clicked the button for more information on the bug that's giving me the problem. It was an Internet Explorer address bar!

LOL It's happened a few more times. ggrrrrr
"I'm not sure what you deleted, but if you deleted parts of IE directly from the "Program Folders" you should NEVER do that unless you specifically know what you are deleting and the consequences of doing so."
I didn't delete anything from the program folders. I found that file somewhere else while I was cruisin' my directory. Just because you delete one file in one place doesn't mean you've got it all, either! When I used Add/Remove Programs to get rid of Spyware Doctor, it came right out and told me it had left some components in my directory. I found them scattered elsewhere. I deleted them and now I don't get that stupid little warning that Spyware Doctor couldn't create a log and to please reinstall the program!

ARGH
"AOL, I forgot that was in the mix."
Yup! Wonderful AOL!

Last I heard, they were still using IE as their browser, but couldn't swear to it.
I've been trying to stay off AOL and get used to Netscape. That's what I'm on now.
"But as I said, not to worry, because it isn't the browser that is the problem."
I finally figured that out. Like I said, those stupid files even re-install themselves whether I'm on the internet or not!
"IF you find one in your system directory (most likely "Windows\System" or "Windows\System32" then that is a likely a known piece of spyware. You will want to be sure before deleting it though."
Either Spybto S&D or Ad-Aware found it in System 32. That's where that one .dll was missing from that was giving me all the problems with error boxes. When I downloaded Service Pack 2, it took care of it.
"You won't be able to delete that from the system folder though, you will get an error message if you try. To do so you will have to restart your system in safe mode and then delete the file."
No ******, Sherlock! LOL It keeps telling me access denied! I can't remember exactly what spyware it was or maybe both and including McAfee that, by process of ellimination, I figured out that one "iexplore.exe" that I can't delete is the offending file.
"(To restart in safe mode, you have to shut down your computer and then turn it on again, and hit the "F8" key on your keyboard really quickly."
I know about that safe mode. I even watched my neighbor put my old computer into that safe mode and mess with it. He still messed something up! Methinks this is the best place for me to stop messing around with things I don't know anything about and call Dell Support to help me out.
"I'm still willing to keep trying as long as you are though. If you want to give me a status report as to what exactly is happening now, what error messages and when they occur, and anything else that is suspicious or flaky.
Maybe also give me a list of everything listed on that startup tab in msconfig. If it is a long list you may have to decide whether it is worth typing it or if it would just be easier to bring the machine in."
Somewhere in my search for some answers, I happened on a support message board for Spybot or for Ad-Aware. They use "Hijack This!" They ask for the log that the program creates. IF! and I say
IF I can find that log, I'll send it to you. If not, I'll see what I can do about giving you all the flakey stuff that is happening.
Also, I've checked the log of the Windows updates and I can't tell one from the other as far as pinpointing the hijacker. My memory really sucks! I can't even remember About when my IE got hijacked, but it was clearly obvious to me that something happened! It's not an IE search page at all! Besides! My IE opening page wasn't a search page before it got hijacked! That just chaps my hide to NO END!!!!! @#$%*!!!! @#$%&!!!! @#$%&*&!!!!!
When all the icons install themselves on my desktop, I stop and run both Spybot and Ad-Aware and there's ALWAYS one @#$% last icon left!!! It's for a poker game!!! That's the one speck that gets left behind that neither spyware software can get! I clicked on "Properties" and got their website addy, but guess what? IE couldn't find it! Neither could Google nor Netscape!
I downloaded SP2 before I supposedly deleted IE, I've got the firewall running and I've updated my McAfee. Most of the time they tell me everything is cool. Sure! Because that one damnable program is already inside the walls! Although McAfee did warn me when I was trying to access some website. I don't remember which one it was, but I stopped where I was and backed out.
Ok... I've tried to answer your questions, made remarks and had my rant. PLEASE! PLEASE don't go putting more time into this until I make up my mind what I'm going to do. It's just not fair to you, ok? I know computers are "your thing," but you've got much more important stuff to be thinking about and doing. I so much appreciate your time and effort into this but I get to feeling so guilty because maybe you could have been spending your time doing something more important to/for you.
Big, squeezy {{{{{{{{{{{{{{{{{{{{{{{{{{{Dave}}}}}}}}}}}}}}}}}}}}}}}}}}} for you!
<font color=blue>"Our doubts are traitors and make us lose the good we oft might win by fearing to attempt" --Shakespeare</font color=blue>
__________________
Psalm 119:105 Thy word is a lamp unto my feet, and a light unto my path.