None of these adware programs detect everything. They all have their own lists.
Imo it's good to have several different programs such as Adaware, Spybot, AVG and update and run them regularly.
Still you can't feel completely protected.
There have been some recent trojans that infected people running wow - one could only be detected by running Kaspersky's online scan. It was some russian trojan.
So, run several different free programs, use a firewall and antivirus and you should be pretty well protected (never 100%).
Or maybe someone (a child perhaps) might just have changed the name on the shortcut.