I've experienced the exact same thing a couple times. I've found that the quickest and easiest way to get rid of it is to do a
System Restore.
Go to Start -> Help and Support
then do the following:
then
once the wizard pops up, choose "Restore computer to a previous date", then pick a date before the Rogue program appeared. The only problem with this method is that you will lose any new programs you've installed after the restore date that you picked. It's worked for me everytime.
If you're looking for a good spyware/adware program, I've been using CounterSpy and it works great. It's $20 a year which sucks, but the security is tighter than a virgin on prom night.
good luck.