Another problem with my brother's computer after the dl.exe issue is gone.
Now, the desktop is gone, taskbar is gone, computer won't shutdown (it just displays "Now shutting down" and then it get's stuck there), if I use the file open dialog to access My Computer, it will crash, if I click the arrow for the "Look in:" dropdown menu, it will crash. If I open WMP, then click "Play-->DVD, VCD, CD" it will crash. All the programs that run when the computer startup's didn't run(eg. MSN Messsenger)
When I use Process Explorer, on a working computer it shows many program's under the explorer.exe tree, on the crashing computer, explorer.exe run's alone.
Please help, because he is now bugging me non stop to fix it!

Read and follow these instructions: http://www.d-a-l.com/help/showthread.php?t=32403

Then make a post here: Spyware, Adware, Viruses and HijackThis Logs

This sounds too much like an infection.

Nevermind, I fixed this already, Nero was the culprit.