Click Start. In the upper part of what pops up, you should see "Windows Update." Click it.
If you don't see it there, you haven't been keeping your WinXP Pro supplied with critical security patches. (Not keeping current greatly expands the number of possible infections you could have.)
When you get to the Microsoft Windows update site, you should let it look to see whether there are critical Windows updates you should have, and if there are you should let them download and be installed, although that's not the real point. (Note: I'm about 23 hours into a download (on dial-up) to catch up on a laptop that hadn't been connected for about 6 months to get updates. Don't expect instant results if you're behind.)
Once you are current for Windows Critical updates, at the "Windows Update" site, you'll see a couple of links offering "Microsoft Update." Click either of them. You may need to supply the "Product Code" for your copy of Windows. If WinXP came with your computer, it should be on a tag permanently glued to the outside of the computer. If you bought WinXP separately, the product code should be on the envelope the CD came in.
The punch line: Microsft's "Malware Remover" has been renamed "Microsoft Defender" and if you go through the updates offered it should automatically be installed. It will run once per day, and will be updated monthly - automatically if you're connected long enough for the downloads.
Note that it is NOT a complete "fixer," but is intended to repair the most critical and most common malware infections in current circulation. If your infection is one of those currently included, it's one of the "cleanest" ways to get rid of the crud.
Note 2: It can remove Kazaa and some other "peer-to-peer" programs that include spyware. Depending on how you set it up, you may or may not have a choice whether they're removed when you run a scan. When it does a removal, it deletes everything in the folder. If you have downloaded music files from one of these that you want to save, move them to another folder before you scan Defender.
Microsoft Defender is a "beta" program, and is free (for now). It is NOT a substitute for a good AntiVirus program, or for AntiSpyware programs such as AdAware and Spybot. It will not interfere with your continued use of those programs, and you should continue to use them. It does clean out some kinds of malware that AdAware and Spybot can't, even though it's not guaranteed to find every bit of crud you could have.
(Defender is available only for WinXP, Win2K, and possibly some server versions.)