That's because there's a dll or process that executes which re-installs it. HijackThis can create a log file that can be analyzed. Go to the forums found at http://www.merijn.org/ Read the rules of the boards there and then when you're ready post your problem with the log that HijackThis creates. Someone will help you.
Extreme situations call for extreme measures. I 've had my Dell since Dec., so backing up my pictures, documents, and program.exe's only ate up 3 CD's. My comp is good as new now...literally!!!