Convinced I had been innundated with spyware, I ran various detector programs to no avail. After these failed to help, and I discovered that I was unable to get System Restore to restore to any of its restore points (still don't know why that is), I decided the only thing to do was to write all my own stuff to CD and use the built in back-up partition to reformat and reinstall XP.
Did this (quite easy to do actually, and at least I know how to do this now) and reinstalled my internet - still just as slow. And I found something on my provider's site today saying they were having "issues" that would hopefully soon be resolved.
What a waste of time. So now I have to reinstall the PSDK and DXSDK over an incredibly slow internet connection. Nightmare. I went to bed leaving the PC downloading the PSDK last night and it must have disconnected itself from the internet about ten minutes after I left it. I was getting about 4kb per sec last night although I guess that is partly Microsoft servers since normal internet wasn't quite as slow. Still nothing like 2meg though.
At least I saved everything of my own to CD this time though. I've done worse than this in the past and lost months of work.