There are other threads about executable files disappearing from the computer.
Seems you need a full cleaning of virus and rootkits (hidden virus).
I suggest you visit this page http://www.antirootkit.com/software/index.htm for antirootkit detection, removal & protection.

Full computer on-line scanning:
Kaspersky
Trendmicro housecall
Ewido
F-Secure
Spysweeper

Also check recent topics as this seems to be doing the rounds at the moment, a search for bagle and blacklight and see if you can monitor what has been said in other topics. For instance, http://forum.avast.com/index.php?topic=25822.15