At this point, my advice to you is:
Format and reinstall Windows.
Then, get Spyware Search and Destroy, Crap Cleaner, MS Anti Spyware, a VERY GOOD Anti-virus (don't be afraid to pay), Kerio or McAfee Personal Firewall (some people dislike McAfee and Norton, but I've never had a problem with McAfee), etc. Install these before you download ANYTHING ELSE. Don't download attachments or programs from anything less than a completely reputable site.
Read the following thread:
AnandTech Consolidated Security Thread. Follow its advice.
It can take as little as 15 minutes for a clean but unprotected computer to become infected to the point of a system crash on the internet.
ETA: NEVER NEVER NEVER click on a popup or ad that asks you to 'fix your computer' or install something. They are MALWARE. Bad, bad malware. Also, start using a browser like Firefox or Opera (I prefer Opera, but most people prefer Firefox), which will prevent some security flaws in IE (such as, in IE, things can be downloaded and installed without your knowledge).
Also, when you're not installing things, if you're running XP, you might try staying in a Limited user account rather than one with Administrator priveleges. This will help prevent installations.
And always update your anti-malware software. ALWAYS.