Got a spyware, and it's all my fault

Today I got a spyware because I naively executed an .exe file that I downloaded form the Net. I scanned virus using the AVG Antivirus and it didn't show any sigh of a virus. But since it's not really a virus but a jackass spyware hiding itself, AVG didn't picked it up.

The result?
- Task Manager got disabled
- Unable to run tools like regedit
- Spybot process got aborted
- msconfig.exe got deleted/
- An process called meeting, which is actually c:\program files\winupdates\serialno.exe was trying to access the Internet (Luckily my ZoneAlarm picked it up and stopped it. And in fact it was the ZoneAlarm that gives me a hint where this asshole spyware is.
- serialno.exe tried to run in background everytime the system bootsup.

And maybe there are some other syptoms that I didn't figure out.

My solution?
- First use ZoneAlarm to see where that asshole exe is
- Use Hijackthis to remove the entry from registry
- Reboot, delete that jackass serialno.exe
- Update Spybot, run it, and clean the rest.

Now my machine is back to normal.

So next time when I run strange exe, I will run it in VMWare.