Some programs sunddenly disappears from my screen...

[Netto]

I'm using Windows XP Professional, and with some softwares, this weird thing
happens.... I open it and a few seconds later, it just disappear from my
screen....
I just don't know what can be happening....
An example is regedit. Open, later on, it disappears....
Another example is executing windows update. There is one service pack, that
after downloaded, the window the guide us thought its installation
disappears also...
Maybe a virus??
Bit Defender anti-virus didn't fin anything....

Any ideas?
Thanks,...
Netto

 

[Netto]

I just figured out,....
it's a virus:
http://www.trendmicro.com/vinfo/virusencyclo/default5.asp?VName=WORM_AGOBOT.
It closes some kind of programs to avoid remove it...

But even after removed, when installing service pack 1 from windows update,
it still disappears,...
Regedit and AVG are ok now,...

any ideas??
Netto