First things first... It's a small thing, but a bit of a pet peeve... It's SP2 not XP2, as in Service Pack 1 and 2.
Now, a lot of problems like you describe are the result of spyware. If you're using Internet Explorer and/or Outlook Express, it's pretty much a given you have spyware on your system. Start by running AdAware and Spybot to clean up your system, see if that doesn't solve the problem.
I have an MSDOS file which was working fine until yesterday. Now I get a message as follows:
On blue task bar "16 bit MS-DOS Subsystem"
In window "C:\DOCUME~1\Owner\Desktop\GLOBAL.pif
C:\WINDOWS\SYSTEM32\AUTOEXEC.NT.The system file is not suitable for running MS-DOS and Microsoft Windows applications. Choose 'Close' to terminate the application."
Am running XP1 with all updates(not XP2).