It MAY be a piece of spyware or malware like it!
Are you running SPYWARE BLASTER, ADAWARE SE PERSONAL EDITION or SPYBOOT SEARCH AND DESTROY?
Do you have a firewall installed and is your antivirus up to date (not much use if it isnt!!)
I am sure somebody far more knowledgeable will post ideas to you......
Hope you can get it sorted, must be annoying..Good luck.