Hi kimrodney
DXDllRegExe is a legit file
Name: DXDllRegExe
Filename: dxdllreg.exe
Command: Unknown at this time.
Description: Created when you select "Yes" to check the "WHQL Digital signatures" in the DirectX9 files at the first time you open it
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It sounds as if you have one of the newest variants of the Hijackers generally called "Smitfraud" not yet detected by many Antispyware programs. These hijackers come in many names, showing a fake alert that you are infected to fool you into downloading some cleaner that you have to pay for to *fix* it, but the cleaner is the spyware itself! New variants have been flooding the internet lately
We can help with this, if you would please create a HijackThislog and post it back here please.
Instructions on creating a HijackThis Loghttp://www.lavasoftsupport.com/index.php?showtopic=216