I can't find any information about cleanmru.exe. Maybe you mistake the file name?
However check this page out:
http://securityresponse.symantec.com/avcenter/venc/data/w32.brid.a@mm.html
regedit.exe is a valid XP system file, however, Regedit.exe, notice the capital R is related to the above worm.
I would do a full system scan at one of the free online scanner resources. Don't trust the scanner you have installed. Many worms and virus will disable or cripple whatever you use.