It`s not easy to answer all of your questions in one response. However, it looks as if you have an infection (malware of some sort) and you should be using IE 7 because it`s much more secure than IE 6.
1. Download and install Malwarebytes Anti-Malware. Make sure you get the FREE version. Hit the update button, than run it, preferably in Safe Mode.
Then have it remove all that it finds. If everything is clear now, install IE 7 and come back and tell us what`s happening. (It could be that you will have to try something else if MBAM doesn`t clear the infection completely.)