First, since this seems to be some sort of trojan, a virus scanner won't help much. Second, which version of ZoneAlarm are you using? Is it up-to-date?

I don't recommend McAfee or Norton as virus checkers any more; the first works poorly and the second is a resource hog. Currently, I recommend Grisoft AVG, since it's updated regularly, very effective, and free for personal use.

I would also cross-check for spyware using Spybot Search & Destroy. Check http://Security.Kolla.de for news, forums, and download links. You might ask your question there, as well.