You should be able to remove it that way. If not, just let me know and I'll see if I can provide you with some instructions. I believe there may be a removal tool available, but I could be wrong about that.
Also, you need to get yourself a decent firewall. I would suggest looking into Comodo, ZoneAlarm, or Kerio Sunbelt. Find one you like, download it, disconnect from the internet, disable Windows Firewall, install your new one and restart.
While you're at it, go ahead and uninstall ComboFix. To this, simply go to Start > Run and type in
combofix /u (note the space) and click OK.
You should also clear out your System Restore points by turning it off and then turning it back on...
http://support.microsoft.com/kb/310405