If as you say it is a known installation of Embassy Trust Suite then no problem, if however you didn’t know about it then it could be very suspicious. I wasn’t saying the it was responsible for the PNSetupMgr window, just that it was suspicious and needed checked, which you have.

It doesn’t matter where you create the folder for HJT, so long as it isn’t in a temporary folder. When you ‘fix’ items HJT will make a back-up of these fixes so they can be restored if required. If HJT was in a temporary folder it could be possible that these would be deleted leaving you no recovery options.

I have to go off-line for a while I will try to get back on the HJT log, or you could one of the On-line analysis sites - HiJackThis Log file - On-line Analysis OR HiJackThis Log file - On-line Analysis 2.

Don’t take anything at face value look at any nasty, possibly nasty and unknown entries and google the file names associated with them and see if there is any information on it.