I recommend running a HijackThis log by our pros in that section: (point out the W32/Downloader.KJD issue).

Please follow the instructions HERE & then post your log in a new thread in the Spyware, Adware, Viruses and HijackThis Logs section.
(Not in this section please).

After they say that your system is clean then return to this thread if the problem persists.

You can do a Repair Install of XP without losing data but let's go thru the HijackThis section first.