The reason is that this malicious file has been removed, but there is a run command to run it left behind from the clean-up and that is what windows is reporting, it isn’t anything important (e.g. a proper system file being missing). In fact it is good that it is missing, all we need to do is clean the registry entry and HJT suggested by Jtayler83 can do that.
You could try PC Tools Firewall, many on the forums are also using it, but you certainly need outbound protection as any malware that manages to get past your defences will have free reign to connect to the internet to either download more of the same, pass your personal data (sensitive or otherwise, user names, passwords, keylogger retrieved data, etc.) or open a backdoor to your computer, so outbound protection is essential.
WHAT IM I SUPPOSE TO USE TO CLEAN MY REGISTRY? I ALSO HAVE A LAPTOP THAT FREEZES UP I HAVE TO JUST TURN IT OFF. I DID THE SCANS YOU GAVE MY IN THE OTHER REPLY. & IT DIDN’T FIND ANTHING. I ALSO HAVE A PROBLEM WITH AVAST THAT I HAD TO UNINSTALL IT CAUSE IT IT WOULDN’T UPDATE & MY TIME ON COMPUTER WANT STAY AT THE RIGHT TIME.
Send the sample to virus@avast.com zipped and password protected with the password in email body, a reference to this topic (give URL) and undetected malware in the subject.
Run HJT again (close any other windows except HJT), tick the box to the left of the suspect entry you wish to fix, click the Fix Selected Button.
To a site hosting the tutorial (at bleepingcomputer.com), all you need to do is hover the mouse pointer over the blue text link and the location is displayed in the status (bottom) bar of your browser.