I have a client here with this problem.
I have ran Spybot, Spysweeper, eWido, Hijackthis (it keeps reappearing no matter what I do), and Adaware.
$BOSS suspsect this is a relation between the Yhoo32.expr virus and this problem - I disagree, $CLIENT doesn't run Yahoo Messenger.
Every time I try to modify the IE homepage to go to MSNBC.com, and then click on "Home" on IE, it changes back to Yahoo. Client is pissed off on that, so we're trying to find the problem. Regedit32 shows Yahoo only once, but once modified, it changes back to Yahoo.
I'm at a loss here.
Hopefully someone will come up with a solutoin that will work.