Windows XP Home Ed, porn icon appeared

Hi there, when I restart my pc there’s all of a sudden a little porn icon appearing in the right hand corner of the taskbar. If I right-click on it and click on uninstall it will go away but when I restart it’s there again. Does that mean someone hacked into my PC and installing it? Also I’ve noticed that when I click on start, the “connect to” now has a PRPI and a XXXServer in it. I can’t for certain say it wasn’t there but it does sound a bit dodgy to me. Can I maybe just safely delete these connections to get rid of the porn Icon?
Hope there’s someone that can help.