Registry & IE

Hi, now and then I receive anon email and without knowing it I click open only to discover that it redirect me to a XXX web site.

This web site will give me a dialog box to either close the site or save it as a bookmark. Whether I choose Yes or Cancel it will automatically go into my Favorite and also make that site as my Startpage in IE 5.

I remove the site from my start page and from the favorite but on the next start up of the IE 5 it will automatically reinstate it self.

Is there a way to modify the registry to avoid such thing to happen?