I had the same problem I ran HJT and the file that was on line 020 eg. of mine winzlo32.dll I renamed the file to winzlo32.dll.bak for the time being.
Rebooted my computer and the win##.tmp.exe files no longer load.
Went to my Windows\Temp Dir Deleted all files with no problem.
Then I went and deleted the winzlo32.dll.bak from System32 dir.
This has stopped the problem so far and no other win##.tmp or win##.tmp.exe have been re-populated.
I don't know if this is a solution as it's only been 1 hour since I have done this.
However I have posted my steps in a thread I created and I'm still working with Jabuck and waiting for his response after my first HJT post.
My computer is running 100% faster now after making the above changes.
I also ran ccleaner and cleaned out all the other crap in my computer.
I then ran HJT again and on line 020 it said winzlo32.dll file missing I checked the box and hit the fix checked button.
Ran HJT again and the error on line 020 is now gone. I hope for good.
All the best.