Hi, SteveUK...
You did not mention any details regarding your machine and operating system - always a good idea when you're hoping to get some help - but my first thought is that the problem sounds suspiciously as if it may be either the "svchost.exe" problem or a variant of the BlasterWorm...
Are you running either Windows 2000 or XP ?
If yes, check very carefully any messages which may pop up... You may not be seeing them for one reason or another...

Sorry, but I cannot recall right now the 'activity' which you can note in TaskManager if it's a worm problem in XP... It's hostDLL.exe or something like that... Must be more than a few others who have experienced the same and with better memories than me !

IF... If the problem is due to a virus/worm, don't panic... It's easy to fix. Come back here for more info if you can't resolve the problem, OK ?