Some trojan, virus or other infections. Let it log off, but on the log in screen use the reboot feature and try SAFE MODE. Sorry I never write how to get to XP's SAFE MODE. Please help yourself to that on google.com as this is all volunteer here.

Tell us about the SAFE MODE results.

-> And for more research let's get you started on a bootable antivirus CD. Read and get yours from this link -> http://antivirus.about.com/od/freeantivirussoftware/tp/avrescuecd.htm

The F-Secure bootable CD is free and one of the best.
Bob