Using Mozilla, but explorer just pops up

[designer]

I am using Mozailla, everything fine thens the internet starts to get slower and slower so much so that it freezes.
Then up pops a NEW WINDOW from Microsoft internet explorer, its a site that is playing either games or poker or gambling etc (no porn)
I am using
PC TOOLS FIREWALL
AVAST HOME
I have done BOOT TIME SCAN..(NO PROBLEMS)
SPYBOT (2 x weekly)
adaware (2 x weekly)
I had 6 trojans last week (Avast stopped working one day, so i re-downloaded) but as far as all the cleaners tell me I AM CLEAN

It doesn't happen all the time, nor every day.
I am running winxp pro
256mb ram
'c' drive is just for running windows
'D' drive is where i keep all files and programs