The Cool Web Search spyware is sufficiently devious and well-supported that it requires a tool dedicated to removing just it and its variants -- and even then it is touch-and-go on whether you have really removed if from your system. You can download the free version of this utility, which as sold in late 2004 by Merijn to a company called Intermute, from the following site:
http://www.intermute.com/spysubtract/cwshredder_download.html

It is not yet clear how well the Intermute supported version of CWShredder will fair over time. Intermute is likely to have more resources, but if they do not have an arrangement for continuing support from Merijn, the ability to track and counter CWS innovations could suffer.

If CWShredder refuses to startup correctly, you probably have a verison of CWS on your system that is aware of CWShredder and is blocking it. In that case, download the following utility from PepMK (the author of both Spybot Search & Destroy and FileAlyzer), run it first, then try installing and running CWShredder again:
http://www.safer-networking.org/files/delcwssk.zip

For more information on what is know about Cool Web Search -- it is not all that much, but it is quite interesting -- go to this page:
http://www.tampatrib.com/MGBVV09P51E.html