I recently got some malware on a machine that I don't use for much (partly intentional). I've cleaned it, but now everytime I open any .exe the 'Run As' dialog pops up asking me which user I want to use to run the program.

What causes this, and what's the fix for it?

edit> My process to remove the malware was as such:

• Disconnected from the network
• Deleted DisableTaskMgr reg key
• Inspected with Process Explorer and Task Manager and noticed that all applications were being run within another executable located in Documents and Settings...\Temp\Some.exe
• The system tray application was also in Documents and Settings...\Temp\SomeOther.exe
• I suspected that a service was in place as the system tray application would restart if it was killed, but couldn't find any service that I didn't recognize.
• Removed permissions from Some.exe and SomeOther.exe (on those files only)
• Restarted and deleted Some.exe and SomeOther.exe
• Deleted startup entries that were created
• Ran AVG Free and Windows Defender to remove anything else (they would be killed immediately before the two .exe's were removed)
• Cleaned registry via CCleaner

note that system restores would finish saying something to the effect of 'couldn't restore system: there were no changes made'. I attempted to restore to a week ago, and I only got the malware yesterday.