I run Ad-awre and I just got the same PurityScan thing. So I ran Hijackthis and got:

Logfile of HijackThis v1.99.1
Scan saved at 12:48:57 AM, on 11/1/2006
Platform: Windows XP SP1 (WinNT 5.01.2600)
MSIE: Internet Explorer v6.00 SP1 (6.00.2800.1106)

Running processes:
C:\WINDOWS\System32\smss.exe
C:\WINDOWS\system32\winlogon.exe
C:\WINDOWS\system32\services.exe
C:\WINDOWS\system32\lsass.exe
C:\WINDOWS\system32\svchost.exe
C:\WINDOWS\System32\svchost.exe
C:\WINDOWS\Explorer.EXE
C:\WINDOWS\ALCXMNTR.EXE
C:\Program Files\BillP Studios\WinPatrol\winpatrol.exe
C:\Program Files\Java\jre1.5.0_09\bin\jusched.exe
C:\WINDOWS\system32\spoolsv.exe
C:\Program Files\Internet Explorer\iexplore.exe
C:\Program Files\Internet Explorer\iexplore.exe
C:\Documents and Settings\Owner\Local Settings\Temp\Temporary Directory 1 for hijackthis.zip\HijackThis.exe

R1 - HKCU\Software\Microsoft\Internet Explorer\Main,Default_Page_URL = http://ie.redirect.hp.com/svs/rdr?TYPE=3&a...&pf=desktop
R1 - HKCU\Software\Microsoft\Internet Explorer\Main,Default_Search_URL = http://ie.redirect.hp.com/svs/rdr?TYPE=3&a...&pf=desktop
R1 - HKCU\Software\Microsoft\Internet Explorer\Main,Search Bar = http://ie.redirect.hp.com/svs/rdr?TYPE=3&a...&pf=desktop
R1 - HKCU\Software\Microsoft\Internet Explorer\Main,Search Page = http://ie.redirect.hp.com/svs/rdr?TYPE=3&a...&pf=desktop
R1 - HKLM\Software\Microsoft\Internet Explorer\Main,Default_Page_URL = http://ie.redirect.hp.com/svs/rdr?TYPE=3&a...&pf=desktop
R1 - HKLM\Software\Microsoft\Internet Explorer\Main,Default_Search_URL = http://ie.redirect.hp.com/svs/rdr?TYPE=3&a...&pf=desktop
R1 - HKLM\Software\Microsoft\Internet Explorer\Main,Search Bar = http://ie.redirect.hp.com/svs/rdr?TYPE=3&a...&pf=desktop
R1 - HKLM\Software\Microsoft\Internet Explorer\Main,Search Page = http://ie.redirect.hp.com/svs/rdr?TYPE=3&a...&pf=desktop
R0 - HKLM\Software\Microsoft\Internet Explorer\Main,Start Page = http://ie.redirect.hp.com/svs/rdr?TYPE=3&a...&pf=desktop
R1 - HKCU\Software\Microsoft\Windows\CurrentVersion\Internet Settings,ProxyOverride = localhost
R3 - URLSearchHook: Yahoo! Toolbar - {EF99BD32-C1FB-11D2-892F-0090271D4F88} - (no file)
O2 - BHO: AcroIEHlprObj Class - {06849E9F-C8D7-4D59-B87D-784B7D6BE0B3} - C:\Program Files\Adobe\Acrobat 6.0\Reader\ActiveX\AcroIEHelper.dll
O2 - BHO: SSVHelper Class - {761497BB-D6F0-462C-B6EB-D4DAF1D92D43} - C:\Program Files\Java\jre1.5.0_09\bin\ssv.dll
O3 - Toolbar: &Radio - {8E718888-423F-11D2-876E-00A0C9082467} - C:\WINDOWS\system32\msdxm.ocx
O4 - HKLM\..\Run: [AlcxMonitor] ALCXMNTR.EXE
O4 - HKLM\..\Run: [WinPatrol] C:\Program Files\BillP Studios\WinPatrol\winpatrol.exe
O4 - HKLM\..\Run: [SunJavaUpdateSched] "C:\Program Files\Java\jre1.5.0_09\bin\jusched.exe"