To prevent those problems you should get the programs that were suggested,
Adaware - http://www.lavasoftusa.com/products/ad_aware_free.php
Spybot Search and Destroy -
http://www.safer-networking.org/en/index.html
also a good one is SpywareGuard -
http://www.javacoolsoftware.com/spywareguard.html
Another good suggestion is to not use Internet Explorer. Instead use a browser like Firefox - http://www.mozilla.org/download.html
Or Opera - http://www.opera.com/
I think you said you have WinXP. That has a firewall built in that you should be sure is turned on. I use OutPost Firewall -
http://www.agnitum.com/products/outpost ... dex.phpbut
but you probably only need the XP firewall.
Tom