How do I restore my screen saver tab on the Display of the Control Panel of Windows XP?

I got hit by a spyware that I wasn't able to remove. After that, I noticed that my screen saver and desktop tabs disappeared from my PC. Instead of the usual picture I had on my desktop I have a message displayed in yellow stating that spyware was detected on my PC. I tried System Restore but it didn't help. And I also tried to download Windows XP again but it didn't help. Can anybody help me restore my PC the way it used to be before I got hit by that spyware? Thanks in anticipation for saving my PC.