Go here :
http://www.grisoft.com/us/us_dwnl_free.php and follow instructions.
In case you've got a virus which will prevent an AV program from installing you may be facing a reformat but try this first.
I'm guessing you don't have a firewall either so when you're done with this go over to ZoneAlarm or Sygate, your choice, and download a free version of that as well. In the meantime turn on the XP firewall.