Kernels32.exe trojan disabled task manager?

Hello,
     I am pretty sure my computer has a trojan downloader virus on it.  Yesterday a Zone Alarm window popped up asking me if I wanted to allow a program called Kernels32.exe to access the internet.
     I did not allow it access because I've never seen that program before.  When I attempted to open my task manager to see what processes were running, a message window popped up saying: Task Manager has been disabled by your administrator.  So I can't get my task manager open.  I even went straight to the task manager program file and clicked it but it still won't open.
     I am the administrator so I don't know why its saying I disabled task manager: I didn't.  I am the only person who's ever used this pc: no one else uses it.  I don't even know how to disable the task manager.
     I made another account and gave that account administrator rights also and WAS able to bring up the task manager using that account only.
     I also found the program called Kernels32.exe and deleted it.  It would not allow me to delete it while on my original account but I was able to delete it while on the new account I created in order to open task manager.
     I believe the Kernels32.exe is gone now but I still can't get into my task manager to be certain of the processes running.
     Also, my McAfee antivirus will not enable virus scan and I don't know if the trojan/virus did this.
  Also a window pops up randomly that says: Cannot find 'C:\WINDOWS\System32\kernels32.exe'. Make sure you typed the name correctly, and then try again.  To search for a file click the Start button, and then click Search.      
     This window has an OK button to click also.   I am not sure but I don't think this is a real Windows Xp window because normally I can't use mouse to drag around a real Windows XP window and a real window makes an error tone until I click OK button.  This one I can drag anywhere and it stays on my screen with no error sound.
     I'm writing this letter here on notepad so that when I do connect to internet I won't be online very long....I'll copy and paste.  I'm very afraid the Trojan might still be on here.
     Searching my computer I found some very suspicious looking notepad logs also: it appears a program was "sniffing for WAB" and "sniffing for OE" and listed my Outlook Express version...that was in the notepad files.  Or maybe this means nothing.  So I need to know how I can run my task manager without using the new account (all my info is on the old one).  How do I enable the task manager?   And how to be sure this trojan is really gone please?
     I also removed kernels32.exe from the startup because it had even put itself there so it would start when I reboot.  I hope I've given you enough info to help me.  Just ask if you need more information.  I have windowsXP home edition on a desktop pc and I have McAfee personal firewall, virus scan, and Zone Alarm firewall.  One other thing: when I try to enable my windows firewall for my dsl connection, I can't.  I click the box to checkmark it but it won't enable it.
Thanks for your time and trouble,
Karenina