I have a friend who picked up a porn file off the internet and can't
seem to get rid of it.

He's running win95 and everytime he boots, it places a shortcut on the desktop called "celebrity" and launches a dialog box promoting this adult site, ready to connect if you accept the terms.

I've tried everything I know to get rid of it but it keeps coming back.

1 It's not in the startup folder
2 I found a folder under a different name on the c drive containing the shortcut and associated files and deleted them, but on bootup they are back again.
3 I checked the win.ini
config.sys
autoexec.bat
Still can't find anything.
I looked at the "Load=" and "run=" lines in the win.ini file and saw nothing.
I would appreciate any help I can get.