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When I Installed Windows XP, I tweaked my SecPol.msc so that only the administrator (me) was allowed access to this computer, etc...
I noticed that in my User Rights Assignmnet, after Installing HL2 & Steam, that it re-enters the user "SUPPORT_388945a0" as a user able to log-in as a batch job.
Additionally, it also creates a share at "System\CurrentControlSet\Control\ContentIndex"
I notice that this is behavior similar to a virus, and I hope that Valve can fix this issue.