The message you saw is caused by xp home/pro with service pack 1, once service pack 2 is installed these pop ups go away, its not a virus or spyware, they are from companys who got round a loophole in the 'Windows messenger service' (not to be confused with 'Msn messenger'). Im sure you use service pack 2 but if you dont, click 'control panel', administerative tools, services, then scroll down the list and uncheck messenger. Also while your there if you know what your doing you can uncheck a few other services that use cpu/ram if you dont need them.