Blue file names indicate files that have been compressed by Windows XP to conserve disk space. This is normal.
What we've done to your computer is remove two trojan backups and remants of Delfin Media Viewer spyware/adware, EUniverse Kean Value adware, WebSavingsFromEbates adware, WhenU.Save adware, WhenUSearch adware, BrowesreAid adware, and a reference to an unidentifiable executable that was running from a temporary folder (never a good thing). When I asked you to uninstall Delfin and kill the other files associated with this adware with OTMoveIt none of them were found, meaning they were not runnable/no longer present. So the only actual deletions were the trojans.
When you say your iTunes things are missing what do you mean by "things".