Winlogin.exe is not a valid Windows file. WINLOGON.EXE is. The problem is
occuring (at least with the Winlogin.exe file) because your AV software
found and deleted the infected file. However, it doesn't remove the Registry
entries that try to load it.
See click here, Win XP Utilities, Remove Registry Entries for
Winlogin.exe. This small utility will scan your System Registry and notify
you if it found any references that try to load Winlogin.exe. If it does
find any, it will allow you to remove them, simply and quickly.