If LW keeps popping up at random (not just once at startup but all the time), your computer might be infected.
Try the various fixes in the threads below...there are different fixes to try because there seem to have been a few variations of this thing over time.

2 probs (LW keeps restarting & can't access options)
Starts on its own/ options folder won't open (possible fix)
installation aborts
WARNING: Viruses on network you should be aware of!

Make sure to give AVG Free a try...it's been pretty good at finding viruses which other AVs miss. Make sure to update AVG before scanning your computer. There's a link for download in a couple of the threads above.

If you're still stuck, please go to one of these sites - they're specialists in malware removal & can help you.
Spyware Warrior :: Index
SpywareInfo Forum FAQ - SWI Forums
Malware Removal - MajorGeeks Support Forums

Always make sure that you're using a good AV program. Keep it updated & use it to scan all files that you download, BEFORE you open them