Wallpaper problem

I have had a problem--apparently I must of clicked on some ad and it was became my desktop wallpaper. I thought I eliminated the application that produced it, but it still comes up. I went into my desktop/wallpaper folder and deleted all the pictures that made up the wallpaper, but now I get a white screen that flickers off and on to an off-white color. I tried to change the wallpaper to the standard ones available and the only time I see it is when I boot up and when I turn off my computer. My desktop items are present, but I cannot group them together if I right click with my mouse. I did a search on the forums and tried what others have done including System restore (which my computer says it cannot restore to a previous point even on mulitple attempts to earlier days), downloading and running Startup CPL (which I don't find an abnormal application) and looking in to the Registry (the wallpaper listed is one available from Windows XP).

My computer is running fine, but I just want to get rid of this annoying item!

Thanks in advance for any advice!

 

Have you tried downloading ad-aware and spybot, then scanning your computer for pests?

 

Thanks for the rapid reply!

Yes I have run both Adaware and Spybot without any result.