Update:

I tried to install Ewido but the installation was blocked and the empty Program Error dialog box reappeared. So, I went a-hunting. I deleted all the Temp files, removed some entries with HiJack This and it seems the problems have disappeared. I was able to install Ewido which found a two problem files, APInstall_Tiny.dll and Z3566043[2].zip.

I’m still not confident that this combined threat has been removed. I sure would like to hand this .zip file to a professional to examine.