You can fight spyware stuff by finding SpyBot and Ad-Aware
on Google. Update and run both of these daily.
If it turns out that this fixes your current problem then
you have to make sure it doesn't happen again.
If you don't have one then get a good anti-virus program -
update and run weekly. Set its auto-protect feature to ON.
If you aren't already behind a firewall then activate the
one that comes with XP (open Help and Support and
search 'firewall' - or get Zone Alarm - which you can find
via Google.
Download all the Microsoft service packs for your system
and check regularly for new ones.