Removed MS Sec. Essentials, Still have High CPU from MsMpeng.exe

I got tired of MsMpeng.exe consuming high CPU, so I removed MSE, rebooted and am going to install Avast free on my XP machine,

I used MicrosoftFixit to remove MSE,

but I still see MsMpeng.exe in task manager at 90% CPU ! Now it's gone back to 0% but I still see it in there.

I haven't installed avast yet, should I do something now to remove MsMpeng.exe before installing avast?

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