If you haven't got an antivirus application guarding your computer you are a really stupid person going on to the internet unguarded.
it sounds like you computer has been infected with a virus.
Download a antivirus program, let it update it's virus definitions and then scan your whole computer.
A good place to start is with the free version of AVG available here:
AVG Free - Download AVG Anti-Virus Free Edition for Windows XP and Vista