My daughter had similar problems. She surfs all over the net and being a teenager thinks that there is no problem signing up for all sorts of sites.
Some programmes, effectively trojans, put themselves into the restore part of WinXP. Adaware / antivirus software may not look in there so even is a lot of this stuff is found on the hard drive and deleted, the problem comes back on each re-boot.
Turn off the system restore points (Start, Control Panel, System, System Restore - put tick in box to turn it off).
Run your adaware / spyware / antivirus software and delete / quarantine as required.
Reboot and hopefully the problem is sorted.
As a double check I would then check again that the restore part is actually switched off.