Can anyone help me out with this surfsidekick problem, I made the stupid mistake of opening an exe file from LW, and I am being inundated with ads, have tried everything to get rid of it, even "Hijack this" wont shift it. It does not show in task manager. Any advice gratefully accepted.

Try Ewido trojan scanner or microsoft anti spyware. (Only get the free / trial versions thats all you need)
I used one of them to remove it off a friends computer without any hassles. Sorry I cant remember which, they had a heap of crap from using IE without a decent firewall or antivirus in place, over 6000bits of rubbish removed! When I had removed all the rubbish using these two packages, surfsidekick was gone as well.

PS dont bother looking in task manager's "applications" for this sort of stuff, if it shows up anywhere, it will be the next tab along, "processes".