Worm.SomeFool.P is another name for NetSky.P read more here

none of the symptoms of netsky reflect what you have reported

now am not sure about how XP organises its folders but it appears to me that the second folder (C:\Documents and Settings\Greg\Start Menu\Programs\ATI Multimedia Center)
is a folder accessable by clicking on start >> programs when logged in as Greg

did you have a piece of software called ATI Multimedia Center?? Or something made by them?

/me goes googles who they are - found it here

Multimedia Center is an integrated suite of software applications designed to provide the ultimate multimedia playback experience.
did you install this software and then uninstal? perhaps the uninstaller left the folder behind after removing the shortcuts??