I can vaguely remember seeing them on the music channels - you're right about the long blonde hair. I recall she wore stilts in the video and there was some reference to spiders. I got the feeling they were perhaps European. Soz can't remember the name of the track, I've tried googling but to no avail!
Harry, real name Victoria Harrison, first appeared in 2002. The nearest she ever came to a hit was the following year when she released an EP of cover versions. The lead track was her rendition of the Belouis Some track, Imagination. The video I remember was quite raunchy, but not as raunchy as the original!