Could it be that the hard drive is about to die? That's just a guess on my part.  I haven't seen anyone mention this in the forums.

Hopefully someone will come along that will know more about it like yrag. 

I'd suggest a Malwarebytes scan asap. Sounds like a really nasty piece of malware.

Download it here:  http://www.malwarebytes.org/

It's free.

What did you download/open, etc?

If Malwarebytes finds something, and even if it doesn't) get to another computer and change all your passwords and alert your credit card company as well as your bank ASAP.

Don't delay.

I guess that after having reformat twice I really should have a clean OS

and actually everything is ok on my "new" XP !!

... well the hard drive is not very young (4 years) but I really hope it will not be my third hard drive death in 9 months

regarding the bank issues I never keep any sensible data on my PC and I only use (very rarely indeed) a rechargeable card 

many thanks for your advices Philly and DrJBL  !!

somebody knows that f....... name ?

frankell I would suggest checking for disk errors to see if it shows any problems like bad sectors.  It wouldn't hurt and it would atleast answer whether your disk is starting to have problems.   It also will help zero in on where the problem is, hardware or you had a nasty malware or virus.  

frankell:

Run the Malwarebytes scan.

Then, "Run as Administrator" your cmd -  chkdsk /f /r   (or the XP equivalent)

Mine did a similar thing the other day on XP using Pale Moon 6.0, but I did not notice any .exe issues other than Pale Moon itself.  I had to uninstall it, run CCleaner and TuneUp 1-Click Maintenance, reboot, run the cleaners again to make sure and then installed Firefox 6.0.  Problems went away.

thanks again for the feedback Philly, DrJBL and LightStar  !

MWB was OK 

Runned full Chkdsk on reboot and the system is integer

... hope for a really long time