If everything works now, just leave Spyware Doctor off. I've never used it, or heard of it for that matter, so I would recommend replacing it with a different solution. If you have a valid copy of Windows, install
Microsoft Antispyware. This software is very good at handling most common problems and will alert you if known spyware tries to install itself on your system.
If you have spyware infections currently, use
this guide to do a thorough system cleaning. The guide will also help you secure your machine against future problems.
FYI: The Delete Files button in Internet Explorer just cleans up temporary files that Internet Explorer uses. It won't affect any other programs or get rid of any of your files or settings.