My parents are currently using a computer with XP Home on it, and they told me they noticed an odd bar with a "R" on it in the menu/toolbar (start bar thing). It's like when you have a page/application open, but it doesnt open, close, give options when you click it, or anything. It's also on the right side, instead of left (even with nothing else running).
It's like a logo, but no text. A yellow "R". I provided a link to a image to try to show you... They have also run Ad-Aware, and Avast!. Nothing found. They also rebooted, and it still happens.