Using IE as your browser is really something people shouldn’t do anymore. It used to be my personal preference not to use it, because browsers like Opera or now Firefox simply have more to offer IMO, but today it’s basically a must if you don’t want your system to be infested with spyware.
It’s amazing how fast that browser-hijack, trojan and spyware software find their way through IE onto your hard drive. Some are even that bad that it’s almost impossible to remove them completely from your system, and cause ignorant infected users systems to slow down considerably. In one case it even completely screwed up the network settings making it impossible to connect to the internet (the horror!!!).
If it’s too late already, you can use SpyBot to remove the nasties.
Try it anyway if you’re using IE, chances are there’s more going on your machine than you might know about.