If I was you, I would download ad-aware along with the latest update, boot to safe mode (per hesperus' advice) and try it. You have nothing to lose. At worst, it will just come back and you will have proved me and hesperus wrong.

Also, a few questions:

What leads you to believe this registry key is the key in question? HKEY_LOCAL_MACHINE\SOFTWARE\Microsoft\Windows NT\CurrentVersion\Winlogon\Notify\avpu32

How do you know it "autoruns"?

When does the key come back? Immediately after deletion? Or after reboot?

Have you tried searching on google for Haxdoor? The first link looks interesting...

And finally two suggestions:

1. Stop using IE (Mozilla, Netscape, or Opera will do on Windows machines)
2. I would strongly suggest to be curteous to other AO members, especially when they are trying to help you.

-ik