More than likely Spyware
Go here and follow the instructions: http://aumha.org/a/quickfix.htm
Download all recommended programs in No.1,
Follow the instruction in No. 2 & 3 for using the programs. And there are
help & FAQ at the download sites of the programs.
It is a good idea to run these programs in safe mode. Instructions for Safe
Mode here: http://support.microsoft.com/default.aspx?kbid=315222
Also in XP turn OFF System Restore:
Right click My Computer > go to properties > on the System Restore Tab >
check Turn Off System Restore on all Drives, Reboot. You can enable System
Restore once you have clean up all the Sypware.