Very strange worm.

Yesterday I managed to obtain a worm from somewhere, which basically stopped access to the internet across my whole network and turning off my firewall. I didn't mind too much and backed up the little data I needed and went to reinstall XP. I did the quick NTFS format and reinstalled. The problem was still there, so I went to bed annoyed as I thought this would have removed everything on my computer. This morning, I tried reinstalling XP again, only this time doing a full format to completely remove any traces of it. All seemed fine; I installed the drivers as this is a new Dell machine and after a couple of restarts it says that my firewall has been disabled and suddenly my network stops again and also... much worse - I get a red background saying that I have been affected by spyware and I keep on getting "windows" alerts saying I have been affected by malware and then directs me to antispyspider.us. The programme is also blocking access to taskmanager and regeditor. I don't know what to do as a simple XP reinstallation has rectified any malware issues and I really am puzzled as to why a full format would not sort it out.

My laptop has a fingerprint reader which I don't use, it also has a small amount of storage space on it, could the worm be storing itself on there? The only other way it could be getting on after a reformat is that the drivers I needed were being stored on my hard drive before my computer got affected, I copied these drivers onto a memory stick and installed them from the stick onto the computer. Could the worm have attached itself to the installation files?

If anyone can offer any kind of help it would be greatly appreciated.