Running XP HE. Pentium 4, 1 gig memory, 80 gig HD.

When I click a link on a website, nothing happens. I got on the phone with my ISP (Comcast Broadband). They checked out my settings, etc, and could find nothing wrong. I have cleaned out everything I can think of and still am not able to get it to work.
I have run virus scans and spyware scans, Machine clean. Also from time to time what appears to be a Windows icon with a tilde on top of it appears. I delete it, but it keeps returning.
Any idea what this is? Thanks