Unable to maintain changes in DNS server address

Whenever I change the addresses in DNS servers under TCP/IP properties in an Internet connection it get lost.
It seems there is a malware script that does it.
The operative system is Windows 2000.
How can I eliminate it
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wgoodfellowConnect With a Mentor Commented:
I had the exact same problem.  I tried McAfee and Symantec...no dice.  2 or 3 different spyware removal tools found and removed the malware, but the dns kept resetting.
Ultimately I had to do a registry search on the dns address' that kept getting set and deleting about 6 keys that were related to that address.
debuggerauConnect With a Mentor Commented:
So are you saying that when you change the DNS server address of a Windows Server, you loose internet access. That would be correct as the internet required a DNS server for address lookups and windows takes some time to 'internalize' the change.
Part of that internalization is dropping all existing connections, especially IE..
diteps06Author Commented:
You are right when you say DNS server is required for internet connections. In fact either to insert it manually or an automatico address is assigned. My problem is I don't want the DNS server to be assigned automatically by the Internet Provider.
I want the DNS lookup to be done by another server.  
The problem is I live in Italy and they are some football betting sites that the local authority blocks for no good reason as if we were in China.
To be able to navigate on those sites you have to manually change the DNS addresses.
Unfortunately when I change it it get reset to be automatically assigned.
I want the change to be permanent.

Does your ISP have some client utility they use to authenticate you?
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