I may have some light at the end of the tunnel !
I have just diconnected the NTL Broadband modem, turned off all Norton software, reinstalled SP2, re-booted, turned off XP Firewall and Anti-Virus, tunred on Norton Firewall and Anti-virus..... and got exactly the same problem, i.e. nothing but error messages from Explorer. BUT when I checked the Firewall settings I saw that Explorer was set to "Permit All" so for the heck of it I set it to "Automatic" and hey presto - I can get on the internet via Explorer. I'm almost too paranoid to re-boot now ! Maybe this is the fix ?