What malware is this?

I run Windows XP Home Edition. I have SpySweeper running regularly, RegCure registry cleaner and McAfee Anti-virus. My system won't allow me to upgrade my Windows Media Player, run ActiveX on certain web sites making them unusable, view the settings or account manager on MSN Premium. My ISP techs had me remove MSN Premium but the system won't let it be reinstalled. They indicated it must be a problem with my Windows OS and I should reinstall it. I am thinking of running the repair disc instead. How do I know what virus (if any) I have and how do I get rid of it short of trying to repair or reinstall my Windows XP? Any help would be greatly appreciated.