Explorer opens undesired sites at startup

Opening IE (v. 6, patched using Windows Update), after 10 to 30 seconds open also one or two new IE windows showing undesired sites (games, dating, ecc). Closing the window(s) nothing more undesired happens until next IE close/open cycle.
I used several softwares trying to fix the problem (PestPatrol, Spybot S&D).
Suggestions?