The symptoms you're getting are usually caused by the presence of spyware or viruses, the difference between the two getting smaller all the time.
Spybot and
Ad-Aware, used in tandem, are quite good at finding and removing spyware. Each tends to find things the other misses due to their different ways of scanning.
If you don't have an up-to-date antivirus program installed to do a complete system scan, there are free and effective scans at
Panda and
Housecall.