While browsing a related web page (it's quite strange), i was allerted by the realtime scan service of my AV for a threat. Halted the internet traffic, i manually removed the file pointed out by the AV and all other the files created around that time, cause the AV was unable to act against the threat.
I also drained the registry from all the keys pointing at those files.
BUT
I use to browse logging in a limited account.
In the Temp directory of such account, two files using the reserved names COM2.EXE and LPT9.EXE proved to be undeleteable.
The OS is Win XP.
I Googled about a lot, uselessly trying lot of tricks for days.
Tryed from the command line using the syntax M$ point out for this kind of issues; tryed from the recovery console; tryed booting from NTFS DOS diskette, tryed to change rights and owner for those files.
THEY ARE STILL THERE

The size for these files is 0 byte; startup keys nor other keys in the registry point to them, so i'm quite sure they don't represent a threat, but i still wish to get rid of them...