I am not quite sure what is causing it, but here are three shots in the dark that could help.

1. I seem to remember your mentioning Win XP, but did you bring yourself up to SP2 with Windows Update or by getting the CD? It is very important.

2. It is also important that you keep your AV signatures up to date, if they are not already the current ones.

3. If you are using the MS Internet Explorer browser or MS Outlook mail client applications, then consider trying more secure alternative browsers and mail clients such as Mozilla, Firefox, Thunderbird (http://www.mozilla.org/) eudora (http://www.eudora.com/) and opera (http://www.opera.com/). These are more modern and a lot safer.

It might well be the registry is in a silly state and there are tools that can help with that too, but the three things above will help tackle the problem at its roots. Registry correction tools are available at http://www.pcworld.com/downloads/file_description/0,fid,4666,00.asp
You need to be careful with this -- it is a powerful tool, but also rather risky if you are not careful.

Oh, yes. Are you running a firewall? Because it is best if you do :-) The experts reckon a non-firewalled and unpatched Intel/Windows computer will be taken into remote control (whereby all kinds of odd behaviour like yours will manifest) within 20 minutes of connection to the net, on average. It's scary, it's inconvenient, but it's a fact :-(

Do tell how you get on, and good luck with it.