Win Me contains no file named winhf.dll.  When did you last check your
system for malware using your preferred antivirus application making sure
first that you are using an updated current set of viral reference
signatures?

This might also be a good time to download yourself a copy of the free
Ad-Aware SE Personal edition from Lavasoft
(http://www.lavasoftusa.com/software/adaware/) and also SpyBot Search &
Destroy 1.3 (http://www.safer-networking.org/) and use them to check your
system for other commercial parasites remembering that they are only as
good as when you last updated their reference files.  I also use a program
called BHODemon (http://www.definitivesolutions.com/bhodemon.htm that
checks for unwanted Browser Help Objects and SpywareBlaster
(http://www.wilderssecurity.net/spywareblaster.html) which can help
prevent some parasites getting a grip on your PC.

Just is case the problem is due to a new version of the CoolWebSearch
parasite you might want to download and run the CWShredder which targets
that specific parasite. Unfortunately neither AdAware or SpyBot seem to be
able as yet to fully detect all the various versions of the CoolWebSearch
parasite as it keeps changing.  The latest version of CWShredder can be
downloaded (free) from
http://www.intermute.com/spysubtract/cwshredder_download.html

Finally if you still continue to experience problems download a copy of
HijackThis from (http://www.spywareinfo.com/~merijn/downloads.html).
Create a folder called HJT on C: (not on your desktop nor in your temp
folder) and copy the file you downloaded to that folder. Close as many
applications as you can including all instances of Internet Explorer.
Enable Explorer to see all files and folders (Tools | Folder Options |
View and check "Show hidden files and folders" and uncheck "Hide protected
operating system files") and then run hijackthis.exe and post back the log
to either the HijackThis Forum at http://forums.spywareinfo.com/ or
alternatively http://forum.aumha.org/viewforum.php?f=30 and hopefully this
will enable someone to identify the cause of your problem.

See also: Dealing with Unwanted Malware, Parasites, Toolbars and Search
Engines http://mvps.org/winhelp2002/unwanted.htm and also Browser
Hijacking http://www.spywareinfo.com/articles/hijacked/