Security Vulnerabilities of Windows XP have not been patched.
There are many DCOM exploits. Just install SP-3 to patch up everything or run Automatic Updates.
I've also faced this problem many times and I also replied to you in the Urban Terror thread.
And +1 for Comodo Firewall + Avast.
Anyhow, do have a look at this. *img301.imageshack.us/img301/9269/lolnt0.th.jpg
I haven't got time to install SP-3. Installing updates will surely solve the problem as I've even experienced it before.
thanks for saying that no one is hacking my pc.
Actually people are.
Google about RPC (Remote Procedure Call), DCOM exploits and MS vulnerability bulletins.