HP.exe i am guessing was part of an ad program witch windows had set to load when windows boots up.
I am hoping you are on win xp if so go to:
run> enter msconfig> startup tab > and search the list for HP.exe if you find it untick the box on that line and click apply.
What ad removal program did you use?
i would suggest adaware and microsoft anti spy.
You might also have some registry erros so download a porgram called CC cleaner witch u can download free here: http://www.ccleaner.com/
download,install and run the program. Hit the little box saying "Issues" and then hit "scan for issues", fix all the problems found and restart and see if you still get the error.
i would also download and run those 2 ad removal programs and see if you system performance increases.