Note that many websites have their own advertising, unrelated to adware.
LinkReplacer is an Internet Explorer Browser Helper Object that adds content to the start of every web page viewed.
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This content is (currently) a script that reads all your cookies and sends them to LinkReplacer's controlling server wcft.net.
Cookies set by web sites (and sent by LinkReplacer) may contain personally identifying information.
Cookies are also often used for authorising access to web sites. LinkReplacer's owners will often be able to gain access to your accounts on web sites you have accessed with it loaded.
Open a DOS command prompt window (Start->Programs->Accessories) and enter:
regsvr32 /u iehelper.dll
Restart the computer and you should be able to delete the file 'iehelper.dll' inside the System folder (inside the Windows folder; called 'System32' under Windows NT/2000/XP or 'System' under Windows 95/98/Me).
You might also want to change the passwords on web site accounts you have that LinkReplacer may have compromised.