You don't really need a paid AV, go with Avast Free with hardened mode enable or Avast Free + Voodooshield. Paid AV i will go with Kaspersky/Bitdefender/Emsisoft.
Who said that is retarded. Run a scan with Zemana/HitmanPro/Emsisoft Emergeny Kit + AdwCleaner and you are good. Also, you can upload suspicious files to virustotal.com to see if they are bad.
Can you upload psezhlwsvc to virustotal.com? Also, install Emsisoft Antimalware/Kaspersky internet security as trial antivirus and try to execute the file, their behavior blocker will stop it.