Hi Lorax,
To my knowledge which is quite vast there is no program that is making rounds that will control WinMX causing it to download things you didnt ask for.
This leaves only a few possibilities,
1) As you mentioned someone in the house controlling the machine and using it to get these files, and I'm with you, If your toddler did this your going to need a lot of money for college tuition's.. lol so i wouldn't think them, So I'm wondering is it possible that when Nephew came and tried files, were some of them still left in the Incoming folder and some how when this happen the last time, winmx found sources for those and added them to the screen? Not likely. If your sure its not the Mrs, and absolutely no one else could have had access within the house... then move to 2
2) Just how good with computers is your nephew, or has anyone else had access to the machine in the last few months that could have installed a program like RealVNC (this is a program designed to allow remote desktop control). Windows has this ability built into it and you may want to go through a few things to ensure its not installed or been activated. This would allow someone anywhere else in the world access when ever they wanted.
a) Go through the control panel > add/remove programs - Make sure everything there is something you use, know, and look at the dates last used of anything you don't know. Remove anything suspicious.
b) Go to Start > Run > type in msconfig
A box will open, click on Start Up Items Tab, and go through that list of things starting up with Windows, anything odd? any thing you don't know what it is........Google it and find out. Untick anything suspicious, basically lots of things put start up items in here that are quite innocent but still don't need to start with windows, you can start most of them on your own instead and have more control.
c) Go in the Control Panel > Administrative Tools > Services and make sure that any remote desktop services or Stopped, if you find any running stop them.
d) If you do find these things on the System, consider making a basic User account for when family esp kids are over and do some research on making user accounts with parental controls and password protect
Your account on the system.
This will allow younger ones to still use the PC but you can set it so that no downloads can take place, no browsing those 'sites', and that they cant install things without the administrative passwords.
3) Make sure your system is running clean, and run the needed spyware and adware programs along with a good antivirus scan to be sure its ok. Most of these types of things wont do what your describing but its a good idea any time a kid has been on a PC to clean it after, hey its just fun to click all that stuff that looks so cool, they don't really understand always that just clicking ads or neat looking programs can add major problems to a PC.
Here is a page that gives you some we recommend:
Virus, and Nasties Removal and PreventionPost back and let us know how your doing or if you have any questions.