I still can't see the Kaspersky Lab folder; I tried creating another with the same name to see if it would ask me to overwrite the old one, but no luck. Given that it still seems to be hiding, and what you said about rootkits, I would perhaps like to try one of the detection tools you mentioned...
Also, I followed the link, and got ZoneAlarm and Spyware Blaster, but Kaspersky won't install alongside ZoneAlarm, so I suppose I'll try a different firewall.