First, use an application like 'Lavasoft Ad-Aware' to check for any spyware, rootkits or browser hi-jacks.
If nothing detected, identify if you have any bad or conflicting browser BHO's (Browser Helper Object)...
In Internet Explorer by clicking on Tools, then Manage Add-Ons.
First disable Microsoft's own Spyware like 'Research', 'Discuss' and the annoying 'Microsoft Live Sign-in helper' if it's there.
Temporary disable:
1) Any 'Java' Plugins
2) Any 'Adobe' Link Helpers
3) Any 'IEMonitorBHO' Plugins like download manager helpers, etc
4) Any item with '(Not Verified)' labeled on it
Update your Shockwave and/or Flash Plugins if you use them.
If one or more of them are the cause then remove, re-install or update them, re-enable those others which you use and consisted safe.