Some version of Windows Police pro will not let me connect to the internet via IE. Help?

Just recently I got infected with some form of Windows Police Pro, or Windows Anti-virus, one or the other. Essentially the little blue shield with a white stripe going through it. My problem is that whenever I try to connect to the internet via Internet Explorer or Google Chrome, or any other game that I play that requires an internet connection (except for the games I play through Steam) it just won't connect, but for some reason I can connect to the internet through Firefox. I've recently read that viruses have the ability to block your internet connection to a point where you can't open up a browser, but your internet is still there and usable. This is my problem. Can't connect to the internet except through Firefox even though I found and deleted the .exe file that the virus was using.

Wall of text bad. Organized list good.

- Can connect thru Firefox

- Can't connect thru IE/Chrome

- Games that require internet connection won't connect (except for games played through Steam)

- Deleted the main .exe file of the virus, the windows and the alerts don't appear anymore.

- Still can't connect to the internet