Have you tried running something like ad-aware or spybot? They can be found at
www.tucows.com.
You might also want to open your task manager by using CTRL + ALT + DELETE. Look in the processes tab and check to see if there are any processes open in your name that you don't recognise. Do a search on google with the name of the executable and you might be able to see if any of them are nasty little ad programs which have installed themselves on your system. You can then search for a page telling you how to get rid of it. Hope this helps.