My turn

From what you've described, it sounds like the file is in the AUTOEXEC.bat. This is a text file that Windows uses when you boot up your PC, to determine the startup sequence. After the system checks available RAM, you see a graphic saying "Welcome to Windows 95, 98, 2000, whichever OS you have. The naked cowgirl file was probably written into the AUTOEXEC.bat to replace the "Welcome" screen.

If it disappeared at 12:00 a.m. 8/1, it was probably a file that was downloaded from the web by someone, installed, and expired at that time. I don't know if I would be deleting any .sys files if I were you. The bitmap file described above should have the .bmp extension to know that it is a bitmap file. Also bitmaps can be 16 bit, millions of colors as well, not just 256.

Anyway, before deleting anything fron the AUTOEXEC, it might be wise to have someone there with experience to assist you.