A pretty cool feature that the The SBS Diva blogged about recently that comes with XP Service Pack 2 is the control you have over the IE add-ins.
In Internet Explorer, go to Tools, Manage Add-on's. From here you can enable or disable different add-ons that have been installed into Internet Explorer. Just be aware of what you disable doesn't work, it can't even give you an error message.
But you can block those annoying add-ins.