It sounds like you have downloaded some sort of Malware or similar...
Try doing a full system scan with your Anti-Virus scanner and also one with your Anti-Spyware scanners...
If you don't have any, here is a list of freebies...
Anti-virus:
avast!
AVG free
Avira Antivir
Antispyware etc:
ad-ware __(FREE)
Spybot - Search & Destroy __(FREE)
AVG Antispyware (formerly Ewido)