The site wants to install an active X control-- your anti-virus program is likely just misidentifying it because of general "trojan like" behavior. If you are running XP SP2 you'd have gotten a warning bar about the Active X control when you initially went to the site.
You can always use Firefox, as it doesn't do active X, or you can dump XP for Linux or a Mac (OS X). Though I look at Macs like HD motorcycles. Fine machines if a bit over priced, and the users tend to be a bit annoying and elitist (present company excluded of course
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