This has been a FAQ on this newsgroup.  See this site for possible help and
more information:
http://www.mvps.org/inetexplorer/answers.htm#home_page

In addition to the info there, check your StartUp folder for any programs
that look suspicious.  If no joy, go to Start, Run, type in "msconfig" (no
quotes), click Okay, go to the StartUp tab, and look for any line there that
look suspicious.  You probably went to a web site and clicked on something
that made the additions/changes to your registry or added a script to your
system that caused this problem.  This can also be caused by running an
email attachment or clicking on something in a HTML email.

You may also want to check out StartPage Guard -
http://pjwalczak.com/spguard/index.php
StartPage Guard protects your PC from cyberscam, by monitoring status of
your internet browser StartPage and preventing it from any unauthorized
changes.

And to keep from having to manually edit the registry to unlock your
homepage settings, try this little script by Doug Knox, MS MVP:
http://www.dougknox.com/security/scripts_desc/nosethomepage.htm

More information here:  http://www.cexx.org/hphijack.htm