Just a reg entry that is left behind, you can uncheck it via msconfig or use Hijackthis to Fix the entry, the 04 line in hijackthis would be the same or similar to this line below:
O4 - HKLM\..\Run: [PostSetupCheck] C:\WINDOWS\System32\Rundll32.exe "C:\WINDOWS\system32\cpmsky.dll" DllStart
Just checkmark the the relevant entry and click "Fix checked'; and that should fix it.
Download Hijackthis:
http://www.trendsecure.com/portal/en-US/tools/security_tools/hijackthis/download
You can attach the logfile here for us to check if you like.