HB. Nothing personal but the advice I have given is guaranteed to work. The links others have provided is legitimate too. I just simply find it absolutely impossilbe that those things have not worked, as there is nothing else that can be done with regard to complicated CMD protocols, to changing cookie settings and god knows what else...
Have you REALLY viewed the links and followed steps correctly? Can you do them again? Simply impossible for me to accept
Nevertheless, run spybot and adaware (free downloads) and sort the system out. Could be some

virus as that is the ONLY option left. Otherwise, re-install IE6 or even repair Windows. You dont loose things when you run XP setup again. The desktop items stay in place too!
Good luck....