Recently our computer got infected with some nasty spy ware. We have the the firewalls, blockers, etc., but for some reason we got them anyway. One of the first things I do when this happens to me is to check out what kind of windows processes are going on (by hitting ctl - alt - del with xp). Some of these processes I have no clue what exactly they are. Now you can find out what they are and what you may need to do to stop them.
Just enter the process in the search box and you'll find out what the process is. They do sell a product - which I don't own yet which is supposed to remove some of the pesky ones.