I accidentally installed spyware which included aze toolbar and web nexus network. I'm trying to rid those programs along with others that might have infected my computer with the installation. The weird thing is that this installation changed my desktop wallpaper to some ad about my computer not being protected and should buy their product. What I right click on the desktop the detailed description of the ad is shown and not the usual list (it doesn't have properties to go to the window to change the window settings). the address of the desktop window is "file://C:\WINDOWS\Web\desktop.html" I went to the file and deleted the file. So now my desktop window is blank. What should I do? I still get the same list when I right click on the desktop. how can I fix it?

Also, I'm using McAfee to get rid of the spyware files. Immediately after installation I knew that I made a mistake. I scanned my computer and found tons of infected files. I fixed it immediately but now I'm not sure if I cleaned it all up. what should I do? is it okay just to use McAfee?

thank you for your help