After the problems we had with online game sites allowing malware through, I decided to put a complete end to it. My son now uses Knoppix run from a CDR to play his online games.
Here's what I did: I downloaded Knoppix 6.0 ISO image and burned it to a CDR. Then I changed the computer that formerly had the trojan so that it would boot from the CD drive first before going to the hard drive. I put in the Knoppix CD and rebooted.
A simple text interface shows up that allows you to select a number of things, one of which is a full X desktop. All the things you need for web browsing are in there including a modified version of Firefox called Iceweasel. We now use Iceweasel to play the online games. By default it doesn't allow scripting, so we had to learn how much scripting is necessary, but now his online games play fine with complete graphics and sound just as though he were on Windows XP -- except without the worries of picking up maleware. It doesn't use the hard drive, just memory.
When he's done, we exit the X session and shutdown/reboot. Simply remove the CD and Windows comes back when you reboot.
One thing we did find is that it works best with a wired internet connection -- I couldn't get any of the wireless computers to work with Knoppix, but then maybe I don't know exactly what to do.