Windows Me is known to be very buggy and bad. That's the first problem. Once you get your system back into a semi-working state, I recommend updating to Windows 2000 or XP.

Comet Cursor is probably not helping. It is a spyware-infested useless program. If you want to change your cursor, do it the normal way (through Windows control panel).

WMPDXM.DLL sounds like a Windows Media Player -related file. Try uninstalling Windows Media Player and see if that helps.

Since normal mode doesn't seem to be working very well, boot into Safe Mode and do stuff from there. To do this, press F8 right after your BIOS finishes and choose "Safe Mode" from the menu. (It sometimes also works to hold the Ctrl key down right after you turn on the computer, and hold it down until the menu appears.)

In Safe Mode, the computer should be in a slightly more stable state. Disable startup items by going Start->Run and typing "msconfig". Go to the rightmost tab within this program and uncheck everything. Nothing in this location is essential for the computer to work. Now reboot into normal mode and see if the problems still occur.

If they do, the best course of action would be a Windows reinstall, or better yet a format and reinstall. If they do not occur, one of the items you unchecked in msconfig was causing the problem. Systematically start enabling some of those things again until you figure out what was causing the problem.

If Safe Mode also has the problems, Windows is definitely corrupted. The only thing you can do is reinstall it. Reinstalling Windows will not destroy existing data on the hard drive, except in the Windows directory.

(Do not post polls in this forum please.)

EDIT: Trafton posted while I was typing this message, so try the suggestions on the site he linked to before trying mine.