Looks quite untoward to me. I would be investigating it from a malware point of view, for sure.
MBAM (download the free version) is a program similar in function to Spybot or AdAware, but a bit more up to date and generally capable.
Install it, update it, run a quick scan, then have it remove everything found.
If stuff was found, repeat a scan, then reboot and rescan, until it comes up clean. Post back with the results. (If the malware is re-created after each reboot, more work at a help forum might be indicated.)
I would not use a machine for banking that was protected only by an inbound firewall. XP's firewall is good, but only one way. Reason being is that if you do get some malware, the outbound control could be the last chance you get to prevent it connecting out, sending your info or gathering reinforcements.
I suggest you get a two way firewall. I use PCTools, partly because it does the job, and partly because it's easy to use. There are links and info sections about firewalls (and many other apps)
Here. Look to the top centre area for free firewalls.
Consider also getting a behaviour blocker or HIPS (included as a module with some firewalls, such as OA or Comodo) and a hosts file, to block known bad sites/domains.