The problem often occurs when you click on 'OK' when a web-page asks whether it can load an Active-X control. In particular say NO to anything from the gator corporation. Also make sure you Internet Explorer security settings are set to Prompt for all Active-X and Java controls.
It also pays to update the microsoft java run-time because there is a bug in it that allows java controls to get control of your computer. I have suffered several attempts to install spyware that way
Good luck.