I've found that Search & Destroy, although being very good, doesn't find everthing that may be on your system.
There are other anti-spyware programs you can use that look for different things. For a completely messed up PC, I run it through a seive of the following:
Adaware -
www.lavasoft.com
Spybot Search & Destroy -
www.safer-networking.ORG
(NOT
www.safer-networking.COM
... sneaky! but amazing how many people that catches out)
HiJackThis -
www.spywareinfo.com/~merijn/programs.php
CWShredder -
www.intermute.com/spysubtract/cwshredder_download.html
First things first though and run
regedit then - HKEY_CURRENT_USER\Software\Microsoft\Windows\CurrentVersion\ (Run , RunOnce, RunOnceEX)
and
HKEY_LOCAL_MACHINE\Software\Microsoft\Windows\CurrentVersion\ (Run , RunOnce, RunOnceEX)
and make sure there are no nasties in there.
One thing with spyware programs though is knowing if the program itself is not bogus. It's not uncommon for a program to be issued by spyware writers that gets rid of their competitors spyware but dumps it's own spyware on your PC instead.
This being the case, always check out and Anti-Spyware program on a comparison site before running anything.
It's a jungle out there...