Scan with hijackthis and have it fix the following entries:
R1 - HKCU\Software\Microsoft\Internet Explorer\Main,Search Bar = http://red.clientapps.yahoo.com/cus.../search/ie.html
R1 - HKCU\Software\Microsoft\Internet Explorer\Main,Search Page = http://red.clientapps.yahoo.com/cus...//www.yahoo.com
R1 - HKLM\Software\Microsoft\Internet Explorer\Main,Search Bar = file://C:\WINDOWS\TEMP\sp.html
R1 - HKLM\Software\Microsoft\Internet Explorer\Main,Search Page = file://C:\WINDOWS\TEMP\sp.html
R1 - HKCU\Software\Microsoft\Internet Explorer\Search,SearchAssistant = file://C:\WINDOWS\TEMP\sp.html
R0 - HKLM\Software\Microsoft\Internet Explorer\Search,SearchAssistant = file://C:\WINDOWS\TEMP\sp.html
R1 - HKCU\Software\Microsoft\Internet Explorer\SearchURL,(Default) = http://red.clientapps.yahoo.com/cus...//www.yahoo.com
R1 - HKCU\Software\Microsoft\Internet Explorer\Main,HomeOldSP = about:blank
R1 - HKLM\Software\Microsoft\Internet Explorer\Main,HomeOldSP = about:blank
O2 - BHO: (no name) - {BC09EBDF-73FD-49C9-A7F7-7542400D321E} - (no file)
O2 - BHO: (no name) - {008DB894-99ED-445D-8547-0E7C9808898D} - (no file)
O3 - Toolbar: (no name) - {62999427-33FC-4baf-9C9C-BCE6BD127F08} - (no file)
O3 - Toolbar: (no name) - {8E718888-423F-11D2-876E-00A0C9082467} - (no file)
O8 - Extra context menu item: Download &all with DAP - C:\PROGRA~1\DAP\dapextie2.htm
O9 - Extra button: (no name) - {CD67F990-D8E9-11d2-98FE-00C0F0318AFE} - (no file)
O16 - DPF: {56336BCB-3D8A-11D6-A00B-0050DA18DE71} (RdxIE Class) - http://207.188.7.150/0181a3b8edfec4...ip/RdxIE601.cab
O18 - Filter: text/html - {D5292965-BFC2-4354-8470-63CFD6F3C7A3} - (no file)
O18 - Filter: text/plain - {D5292965-BFC2-4354-8470-63CFD6F3C7A3} - (no file)
Make sure all windows are closed other than hijackthis before hitting the fix button.
You can also try winsockfix and see if it helps resolve the problem: