You (or actually the Lao lady) have been bitten by one of those two-part pests similar in spirit to “about:blank”, where the infection itself (naked pic in this case) can be found, but not the actual source which sits quietly in the background, and does nothing EXCEPT reinstall the pest whenever it notices that it’s missing.
First step would be to get copies of HijackThis, and Autoruns (Sysinternals utilities – now on Microsoft TechNet’s web site), and perform a full scan of the system with each of them. Use the option to ignore Microsoft-digitally-signed files to cut down on what all you have to examine.
For every service, DLL, exe, etc. remaining in the list, look it up (with a details view) and check the time/date stamp for created, modified, and accessed. The file you’re interested in should be opened with NOTEPAD (or a hex editor) to see if it references the file in question inside itself.
Also, show the Windows, System, and System32 directories with details showing, and look for any DLLs that have inappropriate date stamps on them (usually similar to the infection date stamp, but not always). Rename them to xxxxx.dll.old and reboot to see if the problem goes away.
You can also get regmon and filemon from the same site, and see if you can trap the event that installs the unwanted file, but that’s more labor intensive and should be reserved in case the first method fails.
Write back if you need more assistance. I’ve uncovered and cleaned many similar pests over the last several years.
In fact, I ought to write a paper on the subject.