Dl65 - thank you so much for your reply. Unlike other responses, yours was so nice to see! There are helpful people on this site. God bless you.
I have all of the highly recommended stuff installed Zone Alarm, Search and Destroy, Pest Patrol, HiJack This, AD-Aware and nothing cleared it.
We finally found it by stopping the NAV scanning process when we saw it click on and gave us the name of the file, we deleted the IE temporary files it was in and then ran it again and it was still there, so we figured we had to delete the recycle bin, too. That seemed to be the clincher. Ran NAV and everything is clean.
I will keep your instructions for future problems.
Thank you so much for your advice!!!!