Please help us by giving information on the history of the problem.

When did the problem begin? Does it occur consistently or only sometimes? Is
there a pattern? Does it occur when you do a specific task and only when you
do it in a specific way? What changes (additions, removals, new
configurations) were made to the computer hardware, software, or operating
system soon before the problem began? Has this problem occurred in the past?
Was a solution found?

It sounds like this occurs when you go online, but not when you run your
computer in any other way, right? Are you using dial-up, cable, or DSL? Does
it happen with any other kind of online activity, or just browsing? (For
example, does it happen if the browser isn't open but you have Outlook
Express open as a newsreader, or if you have only an email program open, or
if you have only an Instant Messenger program open, etc.?) And, again,
please, the history of the matter.

If it is browser-only, then I suspect parasites or a damaged browser. To
check for parasites:
Quick check: http://aumha.org/a/noads.htm
Thorough approach: http://aumha.org/a/parasite.htm