Can Zedo be removed?

I've had ActiveX, DirectX and Trojan problems recently.
I reinstalled XP, ActiveX, DirectX, Patches, Zone Alarm, and AVG Antivirus.

I got all but the ActiveX resolved. Now I picked up Zedo.

Evertime I close Explorer, It opens a Zedo Page.

I'm running XP.

I've scanned with:

Spybot, Adaware, Webroot, Bitdefender, Bazooka, CCleaner, ASquared, Ewido,
and Trojan Remover.

Nothing Detects anything Zedo. Or anything at all for that matter.

Can Zedo be removed? How?