BleepingComputer.com: Dr. Web removal tool trouble

After stumbling upon this BleepingComputer site and reading around on the forums I decided to try a few spyware/adware scans. Normally I run an up to date malwarebytes and superspyware once a month or if my machine acts oddly. Usually they find very little in the way of malicious files.
In a few posts I saw running malware/spyware/adware scans in safe mode was reccomended. So I ran superspyware and malwarebytes. First in normal mode (xp home), then in safe mode. The malwarebytes found nothing in both modes but superspyware found nothing in normal mode but 39 adware files in safe mode.
Now I start to wonder about the validity of my previous scans and saftey of my computer. My firewall and full time antivirus is zone alarm.
Is zone alarm that good or are my scan methods questionable?
After all of the above I decided to try a Dr. Web cure it scan. I downloaded it, put a shortcut on my desktop and ran it. Everything looked OK I guess, other than some or the russian language display issues. It also came up with nothing found.
Seems like I've got a clean machine.
Now I cannot get rid of the Dr. Webb.
I downloaded the Dr. Web removal tool from the list in this thread, ran it and rebooted. After reboot the shortcut is still on my desktop and the file is still in My Documents. They're still functional. I looked for it in the control pannel Add/Remove programs and it isn't listed.
At this point I'm not really sure what to do and am starting to wonder about the Dr. Web cure it software and whether its malicious or not. Why would they make it so hard to remove?
Any help would be appreciated
Other than my browser being somewhat slow at times my computer seems OK.

It sounds like you downloaded and installed Dr. Web Anti-virus instead of Dr. Web CureIt which is a separate stand-alone tool, easily deleted when finished using and doesn't require a removal tool.

You mention both in your post...can you confirm which Dr. Web you used, the anti-virus or CureIt?

Are you able to right-click on the desktop shortcut, the file in My Documents and manually delete them?

Well I guess I'm not 100% sure which one I downloaded. I got the link from Grinder's post explaining Rkill. The link says Dr. web cureit. I opened that link and downloaded what I thought was cureit. The file name in My documents and the shortcut is 5vllc64v.
When I click on either file the a microsoft box pops up and asks if I want to run the program. If I choose run Dr. Web begins the scan process and then asks if I want to run the emergency mode or the standard mode. I always choose cancel which is suppose to run the standard mode scan. Then an attention box opens warning me that I can only use the free version if its for my PC and all other uses require purchase. I choose no meaning don't open the purchase window. At that point I can choose start or update. I've run the scan and it always shows no issues when its done. If I close the green Dr. Web display with the x then the program closes and doesn't scan. Everything seems OK but I'd like to get rid of it.
Thanks for your help

Almost forgot. I probably can right click and delete the shortcut and the other file but was sort of afraid that wasn't the right way and the program would still exsist.

The one thing that a SuperAnti Spyware scan will detect that Malware Bytes will not detect is cookies. That is normal and cookies are not harmful to your system.

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As I said Dr. Web CureIt is a stand-alone application, you can manually delete when finished using it.

Thanks much
I deleted as suggested and its gone.
Sometimes I make the simplest things difficult.
I guess my paranoia got the better of me.

You're welcome.