How To Remove This Defoult Options In Winxp?

[Dave]

You might want to scan for viruses or trojans because there is no rundll.exe with XP.
There used to be a rundll.exe with windows 9.x, but NT, 2000, and XP only have rundll32.exe

I remember hearing about some virus using that name because it sounds like a legitimate program. That second screenshot you posted looks a little fishy with the skull on it.
Best of luck,
Dave