Spamfighter is by no means a new addition to this machine. It has been working seamlessly alongside AVG & other software for months. Could it still be SF that is the problem?
You stated "msimn caused error in SFOE0001.DLL". msimn is part of Outlook Express and SFOE0001 is part of Spamfighter. So to me it makes sense to remove SF first to establish if this is either the root cause or just part of a larger problem. The fact that it has been running ok does not mean that it has not become corrupt or another program is causing conflict. For instance AVG has mail scanner amongst other things which may cause issues - you may want to disable email checking etc to see if that has any effect
The problem does not refuse access to the internet, or to e-mail. It just closes down the application when closing an open window within that application. If I were to just keep minimising all the windows, there would be no conflict.
There may be an issue with low computer resources with too many running apps
It's odd, but then with your help, I've learnt over the last few weeks that computers can be very odd!!