Unusual scripts running

I’m currently running a dual boot Win 2K / Win XP. I use MSN to access the internet, Norton 2002 anti-virus protection, and ZoneAlarm 3.x . When I’m working with either OS ZoneAlarm shows processes that attempt to access the internet through various ports (I’ll manualy block the ports via incoming and outgoing TCP and UDP) and they change ports. These processes (or scripts) disguise themselves as normal processes that need to access the internet. i.e.svchost.exe , and whatever the exe is forthe msn messenger. I am now able to block them from accessing the net but I would like some advice on how to get rid of them altogether.