The reason its called the Setup trojan is because, the installer is named setup.exe. When you want to 'infect' a real program, you take the Real setup.exe and rename it setup. Then place the trojan setup.exe in the dir. If you know what software installed this, its still possible to use the original setup program by deleting Setup.exe and renaming setup. Small Share Small Share is a modified trojan that works exactly the same as the original, however its file size is Very much smaller, being only a 2.5k executable.
All removals below apply to both.
Removal Click Start, and go to Run. When regedit starts, you will see a file-like tree on the left hand panel. In the LanMan folder, you will see one letter for each drive you have filesharing turned on for. Close regedit and reboot your computer to remove the share totally.