The last time I scanned with Ad-Aware and Spybot S&D, I ran Earthlink's spyware scanner just out of curiousity and found stuff that was missed by the other two. I got hit with Cool Web about six months ago on my old computer, and it completely took over my machine. Later, after I thought I had it removed and the coast was clear, I was logging into my online banking page. As I was beginning to type the password, my modem hung up, and then started dialing another number that I had never heard of. I immediately shut down the computer. It took several runs of CW Shredder to completely remove this garbage. These people coming up with this stuff are getting much better at it. A lot of them are in former East bloc countries and are out of reach, and their governments are of no help.
Coolweb and its affiliates are in Russia. To keep them disabled, add IE Spyad to your computer. Look here for peace of mind: https://netfiles.uiuc.edu/ehowes/www/main.htm
That happened to me once. I assumed it was just my modem reconnecting to the internet until some dialer garbage popped up. I physically disconnected my phone line and it took several runs of CW Shredder, Hijack This, and Spybot S&D to get rid of it.