Windows ME stands for 'Windows Millenium Edition', it is one of the many versions of the Windows OS released by Microsoft before Windows XP and Windows Vista editions. It is widely regarded as outdated and rarely used in the present. Fore more details about the OS, read more at Wikipedia, follow the link provided in the source.
To change the OS, there are many options to choose from, ranging from the latest Windows Vista / XP to Linux distros such as Ubuntu / Debian, depending on your System Configuration and how much money you can spend.
In my opinion, if you are using a relatively old computer, and are using it only for business purposes, surfing internet and storing documents you should change to Ubuntu Linux OS. It is FREE and can be downloaded from the website easily with a good internet connection. It will suit most of your needs.
Ubuntu also has inbuilt software packages such as 'Open Office' similar to MS Office, music / video players etc..
If you want to continue with Windows, you must update your Computer hardware to latest configurations for optimum performance and buy a copy of Windows Vista, the latest version of Windows. This option will cost you a bit of money but you can continue to use a familiar OS and run all the latest softwares.