it keeps coming back because something somewhere is telling it too. First thing you should do is delete you temp files, cookies etc etc.. A good way to do this is use crap cleaner (now known as CCleaner). It's completely free and harmless and available for free made by a company called piriform . You will have to google it as I can't post links (im new)

After that you should try removing hijacks in Safe mode as in normal mode it can't always remove it and the programs dont always tell you that.

A good way to see if your running something on startup 'inserting' the registry entries again. Just check your startup info and google the names of anything you aren't sure on. (Go to start > run > type "msconfig" without quotes > startup)

If you could post exactly which Hijack it is it may help people help you, as some Hijack entries are coming from a program sometimes in the C:\program files\ folder for example