Hijaakthis is about as effective as anything in finding this kind of stuff. It is not a trojan so much as a registry hijacking. Try this link for starters

http://www.castlecops.com/HijackThis.html

>>>>>I have some kind of a virus or malware that redirects me to a "bogus" site when I go to my Internet banking account. I ran McAfee and AdAware Personal. But so far nothing "disables" this trojan or whatever it is.
>>>>>
>>>>>Any recommendations on program I should purchase to clean up my PC?
>>>>>
>>>>>Thank you.
>>>>
>>>>
>>>>Trojan Hunter - http://www.misec.net/
>>>>SpyBot - http://www.spybot.com
>>>>AVG Anti Rootkit - http://free.grisoft.com/doc/avg-anti-rootkit-free/lng/us/tpl/v5
>>>>NOD32 Anti-Virus - http://www.eset.com/
>>>>
>>>>
>>>>You will need to prevent the infection of the detection software. Best bet would be to boot into safe mode and run these anti-malware tools.
>>>>
>>>>You will also need to consider whether its not best to completely reinstall the o/s. Once infected with serious malware one can never really be sure that its eradicated. There is always a chance that the malware remains. Best practice -> reinstall from clean media.
>>>
>>>Thank you very much for your suggestions.
>>>
>>>From my discription of the problem (being redirected to a spy/bogus site that attempts to get some of my personal information), which of the 4 above you think I am dealing with? (trojan, spybot, rootkit, virus)? I want to see where to start.
>>>
>>>Thank you.
>>
>>The most likely is spyware because of the ease with which it can infect. Next most likely is virus/worm infection. Next Trojan. Lastly rootkit. It also would depend on the protections you have running (or not as the case may be) eg anti-virus, personal firewall (eg Zone Alarm), and so forth. And it also will depend on whether you would have clicked on any suspicious email attachments, o/s patch update status, visiting potentially unsafe websites, etc.
>>
>>I would suggest safe boot then try and install SpyBot and run it. Thereafter, run Trojan Hunter, which I believe has a free trial period. The AVG anti-rootkit is free. There is also one from F-Secure called Blacklight. I also think NOD32 is arguably the best anti-virus available. You also should use a personal firewall. The Windows XP firewall is insufficient.
>>
>>If that all fails you could load the hdd as a secondary hdd in a known clean machine and scan it after booting from the clean machines hdd.
>
>Thank you for all suggestions. So far, Spybot didn't help to resolve the problem. I will have to take day (probably during a weekend) and go through all the troubleshooting, one at a time. What a pain.