It appears that the Modem Lock is preventing a premium rate rogue dialler from accessing the internet. There are a couple of things to try:
1) Open MSCONFIG and, if there is an entry in the Startup tab for the dialler, untick it. To access MSCONFIG you may have to press the "Windows key + R" to open the Run box, then type MSCONFIG and click OK.
If you cannot get to it that way, boot into Safe Mode first (tap "F8" immediately after powering on and until the Boot Menu is displayed, then select Safe Mode).
2) As you know the culprit file in the "Program Files" folder, delete it, which again might require booting into Safe Mode so it doesn't startup when you boot.
Then the PC needs to be cleaned with Ad-Aware, Spybot S & D or whatever.