Try one of the online virus scans such as Trend Micro's House Call. Also, run Spybot Search & Destroy.
Yeah, I had tried spybot but it didn't come up with anything. (I mention it above but I know I'm sometimes verbose

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A program called HiJackThis can take care of most anything, but you need to know what you are doing. Fortunately there are forums that you can post the HiJackThis log on and they can help you interpret it and tell you what to do.
I've not tried HiJack This because it seems so freakin complicated, but I've seen people posting their logs, so maybe that's my next step.
BTW, doesn't your firewall give you the name of the application that is trying to "phone home"? If not, get one that does such as Sygate Personal Firewall (there is a free version that is fine).
Yeah, it's Windows Explorer that's trying to connect to the Russian site. Since Windows Explorer is all tied in with everything else in Windows, it tough (for me, at least) to track down what's really at work.
It is most likely an activeX dll. If you find out which one it is, you can usually just unregister the dll using regsvr32.exe with the /u switch and then delete the dll.
Yeah, I'm assuming it was an ActiveX deal that started it all, but I'm not sure where to go from there. The good news (I guess) is that I haven't heard from it since. I've rebooted a couple times but, so far, my firewall (Outpost) hasn't alerted me to anything out of the ordinary.
Sigh. Oh well, maybe HiJack This is in my future.
Thanks y'all