Sounds a lot like you've downloaded a virus at some stage.
Best thing to do is make sure your Antivirus is right up to date with it's virus definition files or try AVG free version of it's Antivirus software.
Here: AVG Free - Download antivirus and antispyware software for Windows XP and Vista
You might be wise to run something like some sort of anti Spyware software like SpyBot from here: The home of Spybot-S&D!
With a bit of luck someone else with more knowledge than me will reply and give you some good tips as to other things you can do.
Good Luck!