Malware has evolved a step further. AdWare has been compared to Trojan code for quite some time, but now we're seeing AdWare behaving like a file infector. This is something new.
A variant of the infamous CoolWebSearch family is infecting legitimate files in a way that when the infected file gets run, the AdWare file gets loaded too.
This means that you need to disinfect the legitimate file. If you delete the AdWare, but don't cure the file infection, this will cause problems.
It will be interesting to see how most Anti-Spyware programs will cope with this issue, as their engines aren't designed to disinfect executable files.