As TG said Ad-aware only looks for known spyware references in your Registry and files on the harddrive.
If you need Anti-Virus software (and it sounds like it) go here:
http://www.grisoft.com/html/us_index.cfm
It's configurable, it's good, it's updated, and best of all - it's free.
Also - just because you've had a file and you haven't noticed it doing anything doesn't mean it's not a virus/worm.
Many worms work quietly in the background using your computer to ping flood another system. You might never notice it.