I got the same one which I was able to fix manually by deleting D:\\Program Files\rhc181j0elde folder. Beware, downloading non McAfee may make it worse by getting another parasite in your computer that will be dormant until trojan will pop up after few days.
I couldn't remove the phony alert trojan desktop wallpaper because the "Display" tab in the "Display Properties" was hidden. I found a VB script that fixed it. You can copy and paste it as text file, save it as showalldisplaytabs.vbs
'Filename: showalldisplaytabs.vbs
'Restores missing tabs in the Display properties
'For use with Windows® XP only.
'Created on May 09, 2006
'~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
' Homepage:
http://windowsxp.mvps.org' Copyright © 2006, Ramesh Srinivasan
'~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
Option Explicit
Dim WshShell, basekey,basekey2, rtn
Set WshShell = CreateObject("WScript.Shell")
basekey="HKLM\Software\Microsoft\Windows\CurrentVersion\Policies\System\"
Task1
basekey="HKCU\Software\Microsoft\Windows\CurrentVersion\Policies\System\"
Task1
basekey2="HKLM\Software\Microsoft\Windows\CurrentVersion\Policies\Explorer\"
Task2
basekey2="HKCU\Software\Microsoft\Windows\CurrentVersion\Policies\Explorer\"
Task2
Sub Task1()
On Error Resume Next
rtn = WshShell.Regdelete (basekey & "NoDispCPL")
rtn = WshShell.Regdelete (basekey & "NoDispAppearancePage")
rtn = WshShell.Regdelete (basekey & "NoDispBackgroundPage")
rtn = WshShell.Regdelete (basekey & "NoDispScrSavPage")
rtn = WshShell.Regdelete (basekey & "NoDispSettingsPage")
On Error Goto 0
End Sub
Sub Task2()
On Error Resume Next
rtn = WshShell.Regdelete (basekey2 & "NoThemesTab")
rtn = WshShell.Regdelete (basekey2 & "ClassicShell")
rtn = WshShell.Regdelete (basekey2 & "NoChangingWallPaper")
rtn = WshShell.Regdelete (basekey2 & "ForceActiveDesktopOn")
rtn = WshShell.Regdelete (basekey2 & "NoActiveDesktop")
rtn = WshShell.Regdelete (basekey2 & "NoWebView")
On Error Goto 0
End Sub
Wshshell.RUN ("regsvr32.exe shell32.dll -i -s")
Wshshell.RUN ("regsvr32.exe themeui.dll -s")
Msgbox "Done"
Set WshShell = Nothing