You can try running your anti-virus program from "Safe Mode" and see if that can remove it.
Let's give your anti-virus program a second set of eyes; just to see if anything comes up...
Go to www.trendmicro.com and click "Free Online Scan". When it's down, select all available drives, then click "Scan".
Download, install and run AdAware SE Personal. Be sure to check for and download any new updates before "performing a full system scan".
Download, install and run Spybot S&D. Be sure to check for and download any new updates, before clicking "Check for Problems".
Run these at least once a week. If you have a recurring problem that these can clear up, post back a HiJackThis log for review.
Post back the results.
Yes. Just get the name of the file from your anti-virus program, then reboot into "Safe Mode", path to it and remove it manually. Does your anti-virus give a reason for not being able to remove it?