Got another case of Nail.exe and Aurora popups.
This time I used a combination of 3 tools to remove it.
1) Run Nailfix.
You can find this program all over the net. Here’s one place to find it: nailfix for XP at
http://users/pandora.be/bluepatchy/nailfix.zip and nailfix for Win2K at
2) Unregister aurorahandler.dll and DrPMon.dll. You can do this with the following command: regsvr32 /u dllname
More information here: http://www.spyware-removal-guideline.com/aurora-removal
3) After the unregister I was able to rename the nail.exe file and later delete it.
4) Run ewido. http://www.ewido.net
Ewido was able to catch all the other random-named files that would reinstall Nail.exe.