How we removed unwanted Ad bar in IE

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Yesterday, our home PC acted strangely after my wife downloaded something from a China web site, basically there is always an Ad bar at the top of Internet Explorer (something like the picture below, full size pic here).

Advertisement bar at top of IE window

To fight against the ad bar, I did the following: upgrade the IE to 7. That did not solve the problem. I also looked the new files under “Program Files”, “Windows”, just by looking at the date. I did find a DLL named twkdtsdjdrqdp.dll, but I could not remove it. Did the “regedit”, before the install of IE 7. All these did not work, and we are both upset about that.