Bizarre messages

I felt that even though I think XP is awful, I had to play with it to see just how bad it really is. Apart from the fact that my PC used to fly with 98 and never crashed and XP had made it impossibly slow (yes it does have 512Mb ram and a 3GHz cpu...) and crashes like a pig every few hours, I have a problem which won't go away.

Whenever I connect to the internet (DSL), I get pop up messages inviting me to view pornographic pictures on some web-site. I uninstalled MSN Messenger but these messages keep popping up, perhaps every five minutes. The message says it is being sent to a particular IP address, which certainly isn't mine! The messages seem to be related to a system program called csrss.exe which appears to be a Client Server Remote access tool, which when I try to shut it down, tells me it's a key component and can't be terminated. Any clues?!!! It doesn't seem to do any harm but it's a right royal pain in the arse!