Tough Virus

I am working on a computer that I am certain has a virus - at least one, but I can't find it mmuch less kill it.  The OS is WINDOWS XP Home Premium, and the only AV that was on the machine was AVG 8 - obviously not up to date.  This user is not very sophisticated - she still uses AOL dial-up.  I would like to give this machine back to her working and with a working antivirus - probably MS Security Essentials.

THe indication is a warning when I open Internet Explorer tha the  security settings are putting the computer at risk, I am unable to browse to any web site that has anything to do with virus protection or removal, I cannot change thesearch provider, the left side of start menu and MFU list are blank, I can't change Start Menu settings, I can't change to classic view in Control Panel, Malwarebytes will  not install or run except in Safe mode, and ComboFix had to be in safe mode to install.

I was able to get the portable version of superantispyware to run, but all it found was tracking cookies.  Combofix does not appear to do much of anything.  And, Malwarebytes found nothing when I ran it in Safe Mode and will not run at all in Normal.

Short of reformatting, what do I have to do to clean up this machine?