Changes in folders Temporary

Hi there,

I’m having a “small” problem with my XP.

My folders like
“user”\cookies
“user”\local definition\history
“user”\local definition\internet temporary

sometimes without reboot or anything, sometimes that the registry to became like this:
“user”\local definition\temp\cookies
“user”\local definition\temp\history
“user”\local definition\temp\internet temporary

WHY??? [:(!]

I ran Ad-aware, I ran TrojanHunter, I ran HijackThis, and they don’t find anything.

And sometimes it appear shortcuts in my Internet favorites to Sex Pages, and I didn’t make them.

Can please someone help me, Thanks
muek