I'm also stuck on this again (XP not Vista by the way).
Usually when it happens the temp files either don't exist or removing them doesn't help. However, uninstalling and reinstalling sometimes clears it for a while.... this time it's not. I removed everything I could find having to do with WAU, reinstalled... same problem. It appears to reach the net; checked all the settings for the computer, plus the program still displays ads, bandwidth, etc.
I'm out of ideas, even after going through the FAQs again.