You can go to the following location and manually delete the file in the following location C:\Documents and Settings\Mark C\Local Settings\Temporary Internet Files\Content.IE5\59WQ5G7I\dreamy_setup[1].exe
what i usually do is delete all temporary files cos some viruses tend to make them selfs @home in the location.
See how it behaves after that
??
A further note, many new malware have polymorphic and persistent attributes, and therefore will either make multiple copies of its self or will recopy itself when deleted. Due to the fact the file is named with a number, make sure you search for other files of the same name, i.e. dreamy_setup[4].exe. Also, if the file will not be deleted with messages such as you do not have sufficient privileges or in use, you may have to boot up in safe mode to delete it. If it is particularly devious and will still recopy itself, I recommend using a boot cd or linux live cd to access the hard drive and removing it from there. In addition, there may be several DLL's appended to it that may also need to be removed. I recommend using
Process Explorer to check, outlined in
this web page that describes how to remove a particular malware that is injected within explorer.exe, but can be applied generically to any unwanted DLL's within explorer.exe.