Are you installing XP and SP1 and your antivirus software with your computer unplugged from your network?
Unless you are behind a firewall, you should do that, other wise the chances of your machine getting infected are extremely high. If you don't have an external firewall... keep your computer unplugged from the network, activate WinXP's firewall, and then download your updates.
[edit]
I was just reading about some info , so you can scratch what i said before.
hereThey go through a run down of how to remove the virus... here's the brief info... click on the link for detailed info.
The following instructions pertain to all current and recent Symantec antivirus products, including the Symantec AntiVirus and Norton AntiVirus product lines.
1. Disable System Restore (Windows Me/XP).
2. Update the virus definitions.
3. Do one of the following:
* Windows 95/98/Me: Restart the computer in Safe mode.
* Windows NT/2000/XP: End the Worm process.
4. Run a full system scan and delete all the files detected as W32.HLLW.Gaobot.BF.
5. Reverse the changes that the Trojan made to the registry.
For details on each of these steps, read the following instructions.