Just an update. Unhackme still rocks!! I don't use combofix anymore and I've replaced it with Malware Antibytes for the fake alert antivirus software. The EXE file registry patch still comes in handy every so often. Also, after virus removal I have to set the internet options, connections and uncheck the proxy server. With that set the internet won't work. Somehow after removing the antivirus this option gets set every so often.
I had one laptop that was super locked for not running exe files and it even stopped unhackme from running. I found Kaspersky and Bitdefender live CDS. I booted from them and let them remove malware over night and it worked. This was a one time event. Thanks be.
Another one time was a computer that lost all the data files. I had to use attrib -h -s *.* to remove the hidden and system attributes to recover the files. I've never seen that before.
Internet connection is required. These steps work on Vista as well.
Open EXE problem Unable to Start a Program with an .exe File Extension
We've got another XP computer we use and it had a similar problem open exe files, although I could still open the file by opening with a browser. I eventually found the link and it worked so that you just click on an icon and the program starts.