Try one of these utilities to get rid of the exe file you downloaded. They all work by deleting the file before Windows loads the next time you restart:
http://www.thefreecountry.com/utilit...kedfiles.shtml
(scroll down to middle of page)
Most of them function in a similar fashion -- they add a new sub-menu to Explorer's right-click menu. Right-click the file and choose "Delete at next reboot"
or words to that effect.