Continue to run both of those cleanup programs, repeatedly, in both "normal" Windows and Safe Mode, till all malware is gone, INCLUDING the WinDAT.exe file. (It's a malware file that needs to be removed..) If they can't remove the problem file, try using the Windows XP REcovery Console to remove the file manually from the command prompt..

If you still can't access the internet, please try using the free WinsockXPFix tool from the link below to repair the connection software:

http://www.majorgeeks.com/WinSock_XP_Fix_d4372.html

Hope this helps.

Grif