Your machine is not cleaned of malware. Unfortunately no antivirus is 100% guaranteed to stop everything out there. be careful what you click on and what you download etc. etc. and always keep Windows totally up to date uncluding any components of it that you may not use.
Moved this to Malware Discussion.
Spybot is not recommended to be used when McAfee is also on the machine, see this link under '3rd Party Tools': https://community.mcafee.com/docs/DOC-2168
In this case I recommend your run DDS and post the log as recommended:
Download DDS: http://www.bleepingcomputer.com/download/anti-virus/dds
Post the log here: http://www.bleepingcomputer.com/forums/forum22.html
If you want to try something while waiting for them to answer I recommend Malwarebytes Free - see the 1st link I posted. It can be installed, updated (important) and run all in 'Safe Mode with Networking' if necessary.
Spybot isn't recommended with Mcafee, but it is the only program that found Smitfraud. Glad I installed it or I may never have known I was infected. This issue with the "Firewall" not staying on in Mcafee only started happening after Smitfraud was removed and Spybot was installed.
I can't use Malware, because my 30-day free trial already expired. Any other alternatives?
I got SuperAntiSpywareFree and it found nothing. Said my system was clean.
Uninstall your current version of Malwarebytes and then download the FREE version (NOT PRO) and all you have to do then is update it each time you run it.
What I am telling you is that Spybot may have detected it but it didn't remove all of it or perhaps it removed part of your McAfee software too. (That's why we don't recommend Spybot - certain features of it clash with McAfee) In which case uninstall McAfee via Control Panel > Programs, then install a fresh copy from your online account.