no it isnt the monkey, its just a direct attack, happened to me yesterday...(while doing a econometrics project and loosing 3 hours of work...the bastard)

1 Start without internet connection
2 enable the XP firewall,
3 conect
4 search google "NT authority"
theres lots of pages that tell you how to deal it, including a microsoft patch and searching and deleting some files that may (or may not) be inserted in your system...

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well, XP sucks.... but as there isnt nothing better out there...