Windows is (still) infected, not IE.

Unexplained computer behavior may be caused by deceptive software
http://support.microsoft.com/kb/827315

Run a /thorough/ check for hijackware, including posting your hijackthis log
to an appropriate forum.

Checking for/Help with Hijackware
http://aumha.org/a/parasite.htm
  http://aumha.org/a/quickfix.htm
  http://aumha.net/viewtopic.php?t=5878
http://wiki.castlecops.com/Malware_Removal_and_Prevention:_Introduction
http://mvps.org/winhelp2002/unwanted.htm
http://inetexplorer.mvps.org/data/prevention.htm
  http://inetexplorer.mvps.org/tshoot.html
http://www.mvps.org/sramesh2k/Malware_Defence.htm
http://defendingyourmachine2.blogspot.com/
http://www.elephantboycomputers.com/page2.html#Removing_Malware

When all else fails, HijackThis v2.0.2
(http://aumha.org/downloads/hijackthis.exe) is the preferred tool to use.
It will help you to both identify and remove any hijackware/spyware with
assistance from an expert.  **Post your log to
http://aumha.net/viewforum.php?f=30,
http://forums.spybot.info/forumdisplay.php?f=22,
http://castlecops.com/forum67.html, or other appropriate forums for review
by an expert in such matters, not here.**

If the procedures look too complex - and there is no shame in admitting this
isn't your cup of tea - take the machine to a local, reputable and
independent (i.e., not BigBoxStoreUSA) computer repair shop.