Home Page Iin Internet Option

There is a spyware that changed default on Home Page in the Internet Option. When Home Page is set to bring http://www.yahoo.com , it does bring up Yahoo website. However when Internet Explorer is executed again, then Home Page is changed to default: res:cttzq.dll/index.html instead of mshome website.

Where can I go to change the default setting of home page?

By the way I am running Windows XP Pro and Internet Explorer 6.