Try typing regedit.exe in the Start | Run box
Try typing C:\WINDOWS\regedit.exe in the Start | Run box
Try typing %windir%\regedit.exe in the Start | Run box
You probably have some sort of malware. I.e. regedit.com
So a Search on your machine for regedit.com
HOW TO: Search For Hidden Or System Files In Windows XP
http://support.microsoft.com/kb/302347
regedit.exe should be in C:\WINDOWS and C:\WINDOWS\system32\dllcache
Or in %windir% and %windir%\system32\dllcache
regedit.com should not exist at all.
Update your antivirus software and run a full system scan.
Update whatever anti-spyware applications that you have and run a full
system scan with each one.
You might want to start in Safe Mode to run your antivirus and anti-spyware
software.
Running a full system antivirus scan or anti-spyware scan in Safe Mode can
be a good idea. Some viruses and other malware like to conceal themselves
in areas Windows protects while using them. Safe mode will prevent those
applications access and therefore unprotect the viruses or other malware
allowing for easier removal.
How to start Windows in Safe Mode Windows XP
http://www.bleepingcomputer.com/forums/index.php?showtutorial=61#winxo
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Hope this helps. Let us know.
Wes
MS-MVP Windows Shell/User
In