You can only get rid of GAIN if you get rid of the app it was installed with. Gain is a lame advertising tool some idiot dreamed up to take over from shareware fees.
You probably (but not necessarily!) got GAIN from a copy of Kazaa. Remove it, and GAIN should go too. If you really have to use a p2p client, go for KazaaLite, which has no adware.
I general, I found it useful to use System Mechanic to find all the adware references in startup and delete them. You'll recognise them straight away. Also delete the CMEII drawer.