I encounter this problem for the first time this afternoon at a client's computer. The OS is Windows 2000 professional, so there is no Restore system available. I tryed Ad-Aware with the latest updated reference file, but although it found it and might have removed it, each time we restarted IE, there it came. I also tried to modify each and every registry key with that value back to yahoo.com, but nothing worked.
I installed Mozilla and recommended my client to stay away from IE and OE for a while until I could find a solution to this malware. I have to congratulate the programmer who did this stuff. He/she is very good. I would admire that person if he/she could give us a way to clear this, now that the point has been recognised.
If anyone has an answer to this problem, I would really appreciate some help.