Seeing quite a bit of SpyAxe dodgy adware infestation at the moment and it can be a bit of a git for the uninitiated. Why? It doesn't run as a program and there are no traceable startup entries but it's there all the time. Seems to inject itself into Explorer so you can't terminate it and it can do naughty things without you being able to stop it. My generic fix at the moment is to open %systemroot%\system32\ and look for dll files listing them by date modified - the last one (most recent) is likely to be the offending dll so you must rename or delete it. Try renaming it (so far had svchosts.dll and ioctrl.dll) and if you can't rename it then it probably is the right one - use killbox to delete on reboot, you already know how to do that.
Some sites I have seen tell you to run the uninstaller in %programfilesdir%\spyaxe\ - don't waste your time it just deletes the program files but the dll remains loaded in Explorer and continues to nag you like a woma... well lets say it continues to nag you a lot.
Usually has associated other spyware adware like SmitFraud and searchexe but they are easy enough to remove so I won't bore you with the details.