Virus program that deletes any executable downloaded or run to scan?

It is doing standard browser redirects, not sure what else. It has disabled my Ad-Aware. I tried running the online virus scanners, and they won't load. I tried downloading new anti-virus scanners, and the executable file is deleted as soon as it is downloaded. I transferred a file on USB and installed it, and it updated, then as soon as it went to run, it closed out and the main program executable file had been deleted. HijackThis gets deleted. I am not seeing anything in the startup menu, but who can be sure. Anyone run into this pain in the *** before?