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Well, I do have a firewall installed - the Windows-XP-Firewall. Should I use another one? Which one would you suggest?

The thing with the ICQ toolbar - I think this is because A-Squared took the ICQ toolbar as some “critical object”. I thought “Well, better some false positives deleted that can be downloaded again if necessary than having some malware not detected” and let A-Squared quarantine the files about ICQ toolbar it found. But since I don’t use it at all, I will fix it in HJT as Polonus suggested.

However, what about avast! finding again this Win32:Goldun-IF in my second boot time scan? And what about the malware the Spyware-Scanners found? Is it okay just to quarantine (and delete, if necessary) them or do I have to do something else with them?
(…see my posting before the HJT log, where I wrote down the logs of the several scanners I used)