Some sort of spyware.

Go to IE tools, internet options, general tab. Click on the cache settings
button and then 'view objects'. Delete anything you don't recognise.  If you
are unsure, or no objects appear, for diagnosis purposes I REALLY like
BHODemon, available at http://www.definitivesolutions.com/bhodemon.htm.  It
does not need installing - simply unzip and run the EXE programme.  It is
very easy to use.

I find this programme is a better option than IE6's ability to turn off
"Enable third-party browser extensions (requires restart)".  This disables
*all* plug-ins and makes troubleshooting very difficult.

Many people like AdAware, available at www.lavasoft.de .  Make sure you keep
the signature files up to date and remember, AdAware may only remove the
current installation of spyware; it may not do anything about software that
reinstalls itself, so unless you want to get stuck in an endless loop of
hijack/cleanout/hijack/cleanout make sure you get rid of whatever is
installing the junk.  See my Troubleshooting advice for information about
how to track down and get rid of spyware completely.
http://www.mvps.org/inetexplorer/Darnit.htm#tshoot

An excellent replacement for AdAware is Spybot. Again, it is a free
programme which can be downloaded from:
http://spybot.eon.net.au/