If LW's popping up all the time & refusing to stay closed, you probably have a worm.

Try the easy fix mentioned at the end of point 2 here, it's worked for a lot of people.
WARNING: Viruses on the network you should be aware of

If that doesn't help, there are links to help sites below
http://www.spywarewarrior.com/index.php
http://www.castlecops.com/forums.html
http://forums.spywareinfo.com/index.php?showtopic=79038

Always make sure that you're using a good AV program. Keep it updated & scan all files that you download before opening them.