You didn't mention having a firewall installed -- do you have one?
Spybot detects spyware, Antivirus apps detect viruses. But there's an awful lot of malicious stuff out there that neither of them can spot. Without a proper firewall
(not the Windows Firewall in XP) your PC may be running stuff and sending data to all sorts of places without your knowledge. If that's happened, you need to either:
(a) re-format C: and re-install Windows WITH a firewall from day one, or
Install a firewall now, download and run latest version of 'HijackThis' to create a log-file and post it on the correct forum for advice on what to do next.
HijackThis download here: http://www.tomcoyote.org/hjt/
My preference would be option (a) as it would also give your system a good clear-out of accumulated junk files which are just wasting space.