..(not the only program that will help but one that might)... Microsoft Anti Spyware Beta.
When installed, do a scan (AVG won't necessarily find all the nasties on your system if they aren't strictly viruses I don't think).
Then, go to Tools. Advanced Tools, System Explorers. Look at the items under Internet Explorer i.e. IE BHOs (browser helper objects) and also IE Settings (all your default options) and see if they make sense or reset them.