I've seen something like this before... on a friends computer, once it was ad-ware... the second time it was a really wierd virus that we found by going through his history... ( stupid Active X controls are sooo buggy )

You should try updating everything possible on your system. Install some kind of ad-aware program ( http://www.ad-aware.com ) and try updating your virus software if you have one... if you don't... GET ONE!