Have you cleaned your Web Browsers Cache or internet Temporary files? it seems that you may have actually went to a website prior or during your download. They have autoloaders now. Beware you may have gator, a hideous Adware.

First recommendation is to monitor the computer. First install a Firewall. Do not use the XP built-in firewall because it is not flexible enough to see any activities. i recommend Sygate's Personal Firewall. It is free and very good. You then can monitor all the incoming and outgoing traffic. Also, run an anti-virus software.

If it is a compromised machine, you will need to format the computer to make sure that trojans are not placed on your machine to access at the CRACKERS own choice. To format an XP Home machine, you will need to boot first from your XP CD and format as well as fdisk to confirm all files are completely gone.