The spyware is probably doing the deed.
Software tools can help get rid of spyware, but they're no panacea. In the
first place, a spyware detector/remover won't do much good if you don't keep
it regularly updated. Secondly, you often have to try several spyware
detector/removers before you come across one that can effectively deal with
the particular spyware on your computer.
Third, if you tried to manually remove the spyware before applying a
software tool you may have impaired the ability of the software to remove
the infection. And finally: The finest software in the world won't keep
spyware off your computer if you haven't adopted safe computing practices.
By far, you are the first and best defense against spyware.
Try other spyware removers. (There are extensive lists of these in many
posts to this newsgroup.) If you know the name of the particular spyware on
your computer, you may be able to find specific removal instructions on the
web sites of the major anti-spyware software developers. If nothing else
helps you may need to reinstall Windows, or you may need to erase your hard
disc and reinstall all your software. Let's hope it doesn't come to that.