Malware not showing up in the Add/Remove Programs list doesn't surprise me at all. After all, malware's success is based on its ability to hide from you!
What you’re dealing with is a form of malware. It may not be the malware per se; meaning that it’s not doing anything specifically bad itself, but it’s a vector for malware. It installs itself on your machine, so malware can download without your permission or interaction.
I’ll talk about the malware in a moment. First, let’s talk about the Add/Remove Programs list.
Malware and the Add/Remove Programs list
Windows doesn’t generate the entries that show up in the Add/Remove Programs list in the Control Panel. Windows supplies some functionality for it, but it’s the setup program for the software that generates that entry when it’s installed. Legitimate, non-malicious software wants you to recognize that it’s installed, so you can change your configuration or uninstall the software, if necessary.
Now, think for a moment about what malware wants to do: It wants to do its malicious work without you ever noticing. As a result malware does everything that it can to hide. Making itself obvious in any way (like putting itself on the Add/Remove Programs list) is counter-productive to everything that malware wants to do.
What about Norton?
I’ve said it before, but not all anti-malware tools can actually stop all malware. Malware is being generated at too rapid a rate. There are too many different detection techniques to both find and create malware for there to be a truly perfect detection solution. As a result, a good anti-malware program, like Norton (or some of the others that I recommend), will catch most malware, but it doesn’t mean it will catch every piece of malware.
Remember to keep your anti-malware tools up-to-date. That increases the odds in your favor although things still slip through. That’s what I think has gone on here. Just remember: malware never wants to be obvious.