Hi, I have bought a new PC just over a month ago. Since going on the internet for the first night without anti virus protection... (I know how stupid... ) I received a worm on the PC. I have tried to download virus programs or any other similar type of software yet I cannot download it because my PC keeps on restarting by itself. Just before a program nearly finishes downloading it restarts... every time. I have been told that I need to reinstall windows as well as the hard drive, monitor, graphics card and so on. I have windows xp.

Please can someone help me...

Try this first:
To make sure everything is running fine run both anti virus and anti spyware apps in normal AND safe modes. (make sure that they are updated first ! ;)) (AVG (http://free.grisoft.com/doc/1) is good and free AV)
(A couple of good removal tools are Spybot (http://www.safer-networking.org/) and Adaware (http://www.lavasoftusa.com/software/adaware/))

ALso an on line virus and spyware scanner is Trend Housecall (http://housecall.trendmicro.com/)

Just a note; actively running two AV's on one machine can cause problems.
So if you are thinking about it make sure your current one is disabled first.
SAme thing applies to online scanners as well.

Removal of junk files is easy with CCleaner (http://www.ccleaner.com) a free app that does exactly what you need.

Since the PC is new, it probably doesn't have much in the way of customization. It should have come with a Recovery CD or partition. I would use that process to return the PC to factory settings.

I Appreciate Ur Response Curly Ben However I Cannot Install Any Thing On My Pc Because It Just Keeps On Restarting...

Can you at least download these apps.
If do so, then remove your net connection and reboot.
Hopefully this should stop the rebooting and you should be able to install.

If not well time to brew up a large jug of java and bite the bullet and rebuild.

Have you tried booting to your restore CD?