As it was explained to me, this latest threat/penetration was helped along by BHOs (Browser Helper Objects). BHOs (see this Lavasoft forum article for a good description) are useful additions to IE but, sometimes, they can turn nasty. That’s why I’ve been running a BHO watcher for a couple of years, now. My favorite has been BHODemon (free from DefinitiveSolutions. It’s been stuck at V1.0 for, I dunno, a couple of years? They’ve just released 2.0 and it’s free!