Try this first:
With Internet Explorer open, click on the Tools menu and select Internet Options. There, click on the Advanced tab and then the Restore Defaults button. Lastly, click Apply and OK. Close & Reopen IE and test.
If the issue continues, your situation may be due to Spyware, Adware or Malware.
Try emptying your Internet Cache* and then doing a scan and clean using either X-Cleaner Micro and/or Ad-Aware. Both are free.
X-Cleaner Micro:
http://tinyurl.com/357tuu
Ad-Aware:
http://tinyurl.com/lvov4
If you're nervous about removing things found by spyware scanners, you can always create a System Restore Point as a safety net.
Please let me know what works for you.
* To empty the Internet Cache - if you are using IE7, open to a browser window, click on Tools, select Internet Options, in the Browsing History section click on Delete and then in the next menu click on Temporary Internet Files 'Delete Files.'
If you are using IE6, click on Tools, select Internet Options and then under Temporary Internet Files click on the Delete Files button.