Your problem stems from your use of Internet Explorer. It is a prime target for malware, and even if you keep on top of all the latest patches, there's always a couple of unpatched security holes with it that are being used. A lot of times this means malware can be installed on your system without any sort of interaction on your part aside from visiting a website. And not even large established sites are safe anymore. Most farm out ad banner functions to another company, and plenty of times those companies will sell ad space that includes a malware payload. Any IE6 (and probably 7 soon enough) based browser will suffer the same fate.
Whether or not you choose to continue using Windows or try Linux is up to you. I'd suggest a long hard look, because Linux is a radical departure from what most people are used to. It can provide you with a very stable, very reliable, and very secure setup, IF you're willing to put in the effort to make it so. Linux is not hard to pick up, it just takes some effort to "retool" your brain. In the end however, it's up to you to decide if it's right for you or not. So I'd suggest one of the LiveCD distributions. No installation necessary, you just download a CD image, burn it, and then boot your system from that CD. The entire operating system, and supplied programs run off the CD. Performance will be slow, but it will give you a taste of what Linux is like, and you can decide if it's for you without any risk.
If you decide to stay with Windows, do upgrade to XP. Windows 2000 has reached it's end of life stage, meaning Microsoft is no longer providing security updates for it. XP will still be actively supported for a few years yet.
Also, if you stay with Windows, be sure to stay on top of security updates AND instead of IE or IE based browsers, use something like Mozilla Firefox or Opera. I'm a Firefox fan myself, but Opera does have some interesting features. Both are free of charge and free of IE's malware issues. Think of them kind of like airbags in a car. They're not an excuse to do something stupid like wrap your car around a telephone pole, but they do provide some protection if you do.
The less you use IE or anything based on IE, the less chance you have of malware getting on your system. And I think once you figure out the power and utility of some of Firefox's extensions, you won't want to use anything else.
So here's my dilemma. I've got a machine that is presently running W2K with a corrupt OS. IE6 "barely" functions. I also run (3) IE driven clones that use the IE6 web search engine; Maxthon, Avant and Advanced web browsers. The clone WB's also barely function (crash city!) as does the mother IE6 web engine. I can't repair and/or reinstall IE6, the loader file won't run. So here's my options as I see them: A) Re-install W2K B) Upgrade to XP C) Abandon Windows and install Linux. Machine specs: AMD Thunderbird Athlon 1400MHz processor; 512MB of RAM; All-In-Wonder 128 PRO AGP video card; Phillips Rythmic Edge Sound Card; 100GB HDD. Any and all constructive help will be appreciated. Thanks, Steve