At least you’re not saying to switch the OS. 
XP Service Pack 2 prevents JPEGs being automatically opened in email, at least in Outlook.
Someone from the LJ SDMB Community wanted to thank everyone for the tools listed in this thread.
If it was a keylogger, you should probably go the extra step and, once you’re certain it’s gone, change all of your e-mail and online banking passwords, and monitor the accounts to make sure nothing’s missing. Also check your credit report to see that the info hasn’t been used to borrow money in your name. Keylogging is an increasingly common tactic for fraudsters to use to capture this information.
Bummer, man. I sympathize. Sucks, doesn’t it! Fucking bastards! With all the cool things you can do on a computer and they choose to use them to make other folks’ computing experience painful and even tragic. Believe me, I understand, I’ve been there. I had the nVir virus once, just 16 years ago, and after it had infected dozens of my floppy disks it started throwing up these damn messages, “Don’t panic”, and the local computer shop wouldn’t let me insert my diskettes in their computer with the virus on them and…
…OK, I guess I really haven’t exactly been there. Well it still sucks.