Don't forget about System Restore:
1. Click Start.
2. Point to All Programs.
3. Point to Accessories.
4. Point to System Tools.
5. Click System Restore.
6. Follow the instructions on the wizard.
Creating a restore point can be useful any time you anticipate making changes to your computer that are risky or might make your computer unstable. If something goes wrong, you select the restore point you just created and Windows XP undoes any system changes made since that time.
This does not alleviate the need for good anti-virus and anti-malware programs, just makes it easier to recover sometimes. I've spent hours trying to remove deeply rooted programs designed to self-propagate.
-mike