Nasty Virus/Spyware Got into My System

I tried to use the restore point to see if it can repair the damaged
cause by some virus/spyware that got into my system. I had everything
installed as a measure to prevent this from happening, but somehow it
still got in anyway.

I had a AVG, Comodo Firewall, Search & Destroy Ice Tea installed as well
regularly used Ad-Aware.

Somehow, my desktop wallpaper got replaced by a wallpaper that said I had
a spyware in my system (hopefully someone knows something about that). So
I ran all of the anti-spyware program, found a buttload of them and
removed them.

Ran AVG and it didn't find anything, but it did notice a change in my
system...

Kernel32.dll
User32.dll
Shell32.dll
Ntoskrnl.exe
c:/windows\system32\drivers\etc\host

I can't get online using Windows 98, thank god I have a dual boot with
Ubuntu so I can get online and post my problem here.

Any idea on what to do to get my system back in order?

Thanks

.