oh yeah and if that fails, as I general rule I do the following

install counterspy/avg
start in safe mode
check task manager for anything unrecognised and kill it
run hjt/counterspy/avg and remove all stuff nasty (in counterspy be sure to run all the system tools, they are very very useful)
reboot into normal mode
reboot into safe mode
run hjt/counterspy/avg
manually remove any files/registry keys that are found (I often find that you get access denied while deleting registry keys, if this is the case right click the key, goto permissions and add yourself with full access)
and (in most cases) all the nasties are gone

i think i have covered everythig here, its not the same trying to think of it in your head as to when your doing it... any problems let me know, I am yet to find something I can't remove, and I often do about 5-10 spyware removals per week


edit: don't forget to back up the registry and it is better to rename/move the files than delete them just incase it screws your PC up