First of all, I’d recommend another run of CleanUp!: while the malware was active it was creating more infected temp files, and these need to be purged.
Have you tried a registry scan with TuneUp Registry Cleaner?
In the Customize & Analyze section, open TuneUp StartUp Manager and look for any items you don’t recognise. If you find anything suspicious, you can disable it and restart to see if it is causing the problem.
Is there any more information you can give us about the warning message? You could try Event Viewer to find more information:
http://support.microsoft.com/kb/302542
If you see any warnings in Application or System, you can right click and select properties to get more information.
http://en.wikipedia.org/wiki/Image:Windows_XP_Event_Viewer.png
