Spyware is a huge issue right now and is one of the most prevailing problems in the computer industry. 80% of the problems that I have been fixing for companies, offices, and home users can be traced back to spyware. Most antivirus software will not pick it up, because technically it is not a 'virus'. By you going to a shady website your computer is 'willfully' downloading the spyware/ad software and since spyware is technically not malicious (although I beg to differ. It's dramatic slowing down of your computer, embedding itself in the registry, regeneration, and overall nuisance should be enough to consider it a virus) you aren't given a lot of help.
To top it off, most spyware removal programs are just not adaquate. It's a battle that they are losing right now.
Those error messages you are getting are most likely caused by the spyware or errors in the spyware. Even though some of your programs you have used to get rid of spyware probably did get rid of some of the files, there are still most likely entries in your computer registry saying to load it every time windows starts. So when windows tries to start it can't find the spyware that it was told to load, thus the error messages.
Here's what you can do to fight it.
1. Go to www.download.com
and download 'security task manager'. I am absolutely in love with this program. It will tell you every single process that is currently running on your computer. It'll also let you remove it and not let it run again. It's also a great idea to do this before running a program like ad-aware to get rid of spyware, because you have to close down the spyware if it's running first in order to get rid of it.. Just like you can't fix your car if you leave the engine on.
But be warned: When you quarantine an object from memory it makes it so it can not run again. Be careful not to quarantine something that Windows uses for itself. It may be a good idea to google a file name (go to google.com and type it in) and see what it is first. Also, a nice part about the program is that it'll give you a security rating for each object in memory and tell you how harmful it is. If an object is at 60 - 100% harmful, chances are it's spyware.
More often than not, spyware is pretty obviously named too. Random letters/numbers, anything with 'srv' 'shop' 'rebates' 'bargain' 'save' 'search' are all most likley spyware.
2. If you are running a version of XP I HIGHLY reccomend going to www.microsoft.com
and downloading their 'Antispyware Beta 1' software. It is extremely effective and picks up alot of things that other programs miss. Also, it allows you to schedule the program to run at night or whenever and automatically remove spyware.
3. Go to www.ad-aware.com
download the program. Update it. Run the test. Get rid of it all.
4. If error messages still come up when you start the computer. It could be a problem in either the registry or an invalid object in the start up folder.
Go into your start menu and to the folder 'start-up'. Everything in that folder on the start menu will start up each time windows starts. You really don't need anything in there.
If problem still persists it's probably traced to your registry. If an error message is caused by some invalid spyware file (for example 'ffisearch.dll'), then go to your start menu and hit run. Type in regedit.
This will open up your system's registry. Be warned, you can do alot of damage to a computer in here if you do not know what you are doing. You can use the Find feature to search for the term 'ffisearch'. Delete every entry that comes up.
5. Lastly, to fix registry errors there is a great program which I have been using alot called 'Winaso'. search the internet for it and download a serial unless you want to buy it.
If you do all of the above, you will win the battle against spyware. Good luck.