If you haven't already, please follow the instructions below to download, install, update, then run a full scan with Malwarebytes:

Please download Malwarebytes' Anti-Malware from the link below:

http://www.majorgeeks.com/Malwarebytes_Anti-Malware_d5756.html

Double Click mbam-setup.exe to install the application.

* Make sure a checkmark is placed next to Update Malwarebytes' Anti-Malware and Launch Malwarebytes' Anti-Malware, then click Finish.
* If an update is found, it will download and install the latest version.
* Once the program has loaded, select "Perform Full Scan", then click Scan.
* The scan may take some time to finish,so please be patient.
* When the scan is complete, click OK, then Show Results to view the results.
* Make sure that everything is checked, and click Remove Selected.
* When disinfection is completed, a log will open in Notepad and you may be prompted to Restart.
* The log is automatically saved by MBAM and can be viewed by clicking the Logs tab in MBAM.

Extra Note:
If MBAM encounters a file that is difficult to remove,you will be presented with 1 of 2 prompts,click OK to either and let MBAM proceed with the disinfection process,if asked to restart the computer,please do so immediately.
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If that doesn't help, please follow the instructions below:

First, click on the link below, then click on the "WinXP Fixes" link on the left side of the screen.

http://www.dougknox.com/index.html

After you're there, then click on the "Fix Internet Options Restriction" selection to download the .vbs file which should fix the issue.. After the file is downloaded to your desktop, run it.
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After that, if the problem is still there and you don't have SP2 or SP3, please install the latest version.. It will repair the Internet Options icon.

Hope this helps.

Grif