I am new to these forums and unsure whether this is the correct formum to post my comment.
I recently followed your instructions at http://www.bleepingcomputer.com/virus-removal/remove-windows-diagnostic
to remove Windows Diagnostic on a friend's XP computer.
The computer was successfully cleaned except that Windows Diagnostic had mischieviously changed the properties of "Documents and Settings" folder and all subfolders to "Hidden". So My Documents, Favourites, Start Menu, Desktop settings, etc, could not be seen or accessed. I fixed this by unhiding all the folders that should not be hidden (by comparing folder properties on another XP computer)
I thought that you could consider adding this information to your removal instructions.