Too persistent program! Cannot uninstall! [Finally Resolved]

[Purifier]

Hello,
I use Windows 98 OS and I got a program I cannot uninstall.
The program always starts itself when the computer is rebooted.
Please help me remove it from being loaded every reboot.

Here are a few details:

A) There is no shortcut for the program in the \Startup dir.

B) There is no reference inside Win.INI file in the "Run=" line.

C) I looked with MSconfig, and saw the program got a reference to be loaded in HKEY_LOCAL_MACHINE\Software\Microsoft\Windows\CurrentVersion\Run so I deleted this reference, but somehow, when I rebooted, the reference was in there again (!?), the program wrote the reference back when the computer was rebooted!

D) I scanned the whole registry for the program's execution line, because I thought maybe it's running from some other key, but nothing was found.

E) I tried to be sophisticated: I tried to just delete the nasty exe, but I couldn't: "File is in use" was the answer.

F) I exited to an MSDOS mode, and deleted it successfully, and thought that maybe I finally got rid of that, but when I ran Windows98 again, the program copied itself again to where I deleted it from, and ran itself again on the reboot.

What am I doing?!?!? Where could the program ran itself from?

Thanks.