I assume you mean this issue has occurred since installing Service Pack 2.
First, be sure your antivirus software has the latest definitions and run a
virus scan.
Second, download, install and run Ad Aware:
www.lavasoftusa.com
If this is a relatively recent issue but an issue that appeared some time
after the install of SP2, you might try using System Restore to
take you back to a time when this worked properly, in other words, a time
after the install of SP2 but before this issue began. Start\All
Programs\Accessories\System Tools\System Restore. If that doesn't resolve
it, try the information below.
The following assumes you have an actual XP CD as opposed to a restore CD or
restore partition supplied by your PC manufacturer.
Go to Start, type sfc /scannow in the run box and press enter. Note, there
is a space between sfc and the forward slash. You will be asked for your XP
CD. Be aware, upon inserting the CD the XP setup screen may appear, this is
not a part of sfc /scannow, rather it is being invoked by autorun. Simply
minimize the screen and allow sfc to continue.