I ran SCF 3 times after each reboot with it as run as admin and it found no errors. ESET Online Scanner found 3 infections of Win32/DownloadAdmin.F and it was deleted (I ran that program twice). Malwarebytes and Norton 360 found nothing.
After all this. I rebooted, scanned again and it did come up with some errors + unable to fix. I scanned 2 more times and it came up as clean. The 3rd scan said there are some errors. I still can't change any Windows Features.