Anytime Internet Explorer starts acting squirrely, spyware is the prime suspect.
Have you scanned for spyware? If not, download, install,
immediately update and then run
Spybot and
Ad-Aware. Read the help files to familiarize yourself with how they work. I recommend you use them both since each tends to find things the other misses. Let them clean up any spyware found and see if that fixes things.
In addition, in Internet Explorer, go to Tools>Internet Options>Advanced tab. Scroll down to and uncheck both references to "Install on Demand," click OK. That won't stop all drive-by installations of spyware but it helps.