Sad as it may be, there is an industry out there dedicated to slipping by the best A/V programs available. They even have contests to develop the best of the worst, as it were. They offer large sums of money, like $10k - $100K to see what the badboy designers are up to. But the saddest thing is that these sums are inadequate bait to get the best of the worst to bite. If they develop something really evil, they can make millions.
That's the horror story. Now for the ray of sunshine. MalwareBytes and AdAware are programs that
can be run real-time, as you compute. They may or may not conflict with your A/V program. They definitely will slow down your system. But they don't
need to be run real-time to be effective.
The best way IMHO to use these programs is to unplug your network connection, disable your A/V program, install the anti-malware program, use it to thoroughly scan and hopefully fix your system. Then reverse the process: uninstall (or disable), turn on A/V, plug in the net.
Now there is also a process you can go through to better identify what it is that is jumping up on your screen. You can download the process explorer and the process monitor from
System Internals. This will require a pretty high level of chip-headedness to slog through, but it can be done.
The explorer will allow you to see if any processes you can't account for are running in the background -- a challenge in itself since Vista runs hundreds of processes. The monitor will make a log of selected processes in real-time, which you can abort at any time. This allows you to narrow down what processes were active at the time of the suspicious activity.
These are time and energy intensive solutions, though. The programs require hours of study to use competently at this level of intricacy (they are valuable at lower levels too, BTW). In other words you are much better off trying to scrub your system of unwanted infections first.
Of course, you can always start over with a clean install of your system. This is a good idea anyway, every couple of years or so, because of all the junk that accumulates through the normal passage of time.
Be brave. Try the anti-malware programs first. They just might do it for you. Then be suspicious, even paranoid, about downloading anything executable from the web. There is plenty out there from reputable sites, and the software recommended here has usually been well-scrutinized by some powerful gurus. So you can be safe, if you're cautious.
Good luck.