Often viruses have the ability to move themselves. You may wish to take your computer to a local shop and let professionals clean it. Or if you have a reinstall cd for your operating system, you can clean your hard drive yourself. Both of these methods may seem extreme, but they are very good methods, and if you have a root kit, you will probably have to reinstall your OS.

From what i see above that is the registry that is infected…with either malware or adware….boot your computer up in safe mode and go to CNet.com ..downloads and get this free program to remove those threats…those are scripts that are infected on the explorer and Kaspersky or any other av product will not be able to remove them….anyway the program (free) is called:
Malwarebytes anti-malware free home edition

Since it was a heuristic detection and it was a Exploit it was really wasn’t a virus. It was a script so it looks to me like you went to a web page and it tried to run the Exploit, if the script could not find a exploit on your computer Kaspersky did not need to treat it since nothing happen. But the fact that Internet Explorer is giving you problems is an area of concern. I think what you should try is open IE, go to tools, internet options, click on the advanced tab, then at the bottom, click on the reset button. That will reset Internet Explorer. After this update Kaspersky and run a full scan. But I don’t think you are infected. If you are not using Internet Explorer 8, you should update to it. Much harder for Exploit to run.