Cornish Jack,
I checked everywhere I could think of and all I came up with was:
Dun Meter Millennium
My only guess is a program that was installed at one time that used this DMM.exe as a subcomponent and when you removed the program it left traces to the DMM.exe in your registry.
I was wondering why you went back to WinXP if you prefer Win98SE? A quick format and install from the Win98SE CABs was all you needed.
Take Care,
Richard