If they're spyware, you can use one of a number of anti-spyware tools to get rid of them. Adaware, Spybot, Ewido/AVG Anti-Spyware... All free, all worth a download.
If it's software that came bundled on a new system, then it can be much more difficult. It's usually quicker and easier to just format the system and reinstall Windows. If the system didn't come with anything but a specialized restore disc, that puts all that crap back on, call up the manufacturer and ask for an actual XP install CD. They're obliged to give you one, though they may charge you a small shipping and handling fee.
If these programs seem to be things you've picked up via web browsing, you might consider not using Internet Explorer (a good idea in general, for many reasons), and taking a good hard look at your browsing habits, because clearly something is lacking.
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