You don't have to INTENTIONALLY download anything to be hit by a virus or worm, just your internet presence (especially online email) will do this for you.
This comes back each time you reboot because a registry entry is set to load at startup, this replaces any deleted or changed files or start pages. This is common with an relatively insecure broswer like IE but less so with a more stable browser such as Mozilla.
You most likely have your Active X controls loosely secured.
To fix this: Open your control panel and open Internet Options to the Security tab. In the activex area, disable activex that is not marked as safe and not signed. If they can't sign their own code, you certainly shouldn't run it on your system. For activex marked as safe and signed, set to prompt.
There are many tools to help reduce this type of invasion in the future but anyone can be hit at anytime.
First: ADWARE:- wil remove spyware from your computer. Download is FREE and I'll bet you're quite shocked at what it finds. This will probably fix your explorer page.
ADAWARE: http://www.lavasoft.nu
Secondly: A decent Anivirus program should be used on your local drive, not just your online mail. AVG Free edition is one of the best and it won't slow your computer the way MacAffe or Norton does as it is very resourceful.
AVG ANTIVIRUS: http://www.grisoft.com
Lastly you need some form of hijack preotection for the future. Here's a couple of hijack prevention links for your review:
Hijack Blaster:
http://www.wilderssecurity.com/bhblaster.html
Guard IE:
http://www.guardwall.com
THis should help, but if you still have problems search for Hijacked Internet pages or just post your comments back here.
Good luck,
Almost forgot, next time it's best to post your question to the Technical Q&A section instead of the discussion forum, more answers faster.
OM