Get and run these programs  (if you test after each one you can stop when
the problem is gone):
Ad-Aware:
http://www.lavasoftusa.com
and
Spybot - Search & Destroy -
http://security.kolla.de/
http://security.kolla.de/index.php?lang=en&page=download
http://spybot.eon.net.au/
http://www.tomcoyote.org/SPYBOT/
and
BHO Demon:  http://www.spywareinfo.com/downloads/bhod/
and

Until the problem is solved.

Further advice available here:

If the problem site is your home page:
http://www.mvps.org/inetexplorer/answers.htm#home_page

If the problem is a pop-up window, your computer may have been hijacked.
For information about pop-up windows, how to get rid of them, and prevent
them in the future have a look at the link below:
http://www.mvps.org/inetexplorer/Darnit.htm#pop_up