Couldn't Be Deleted Trojan Found

I am writing on behalf of a friend who has Windows XP on an HP desk top computer approximately 2 years old. She uses SecureIt Plus provided through her ISP. She was cleaning up her computer, deleting old cards she had made and also information she had saved from emails. These files were duplicating themselves within her trash bin; she had over 100 files in there and couldn't delete any of them. I told her to try scanning with her free spyware programs and it was either SUPERAntispyware or Malwarebytes that found TROJAN.AGENT/GEN, in addition to some adware items. After she ran these she was able to empty her trash bin but said it still reported a dll file which couldn't be deleted, although this file does not show up in the trash bin. She can't restore the file because it doesn't show. But even if she could, would she then be restoring this trojan if in fact it was located within this dll?

I know she would never have placed a dll file in her trash, so the only thing I can think of is that the trojan was found within that dll file and that's how it got into the trash. However, I don't know about Malwarebytes, but I don't think SUPERAntispyware deletes files. I think it only quarantines them. So how would it have gotten into the trash? Is there any way to clean this dll file? Is there any way to make it actually show up in the trash can?