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.

http://www.processlibrary.com/

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.