It seems your machine has been infected.
Before running any spyware programs, please run an online antivirus scan at one of the below sites to make sure that you don't have a virus.
If any viruses are found, write them down and remove them. Before running any of them, first disable System Restore if you have Windows ME/XP.
Download the following:
www.housecall.trendmicro.com - Online Virus Scan
www.majorgeeks.com - CWShredder
www.lavasoft.com - Ad-aware SE
www.safer-networking.org - Spybot S & D
I don't seem to see a HJT forum at this site.
Then download HiJackThis at
www.greyknight17.com/spyware.htm you can also download all the above utilities from said site. Please place your HJT logs in the HJT Log Help Forum at
www.techsupportforum.com so that a Security Expert can analyze your log.