That's really weird- you might have a virus or trojan horse, or some sort of spyware on your computer. Try this:
Start->Run and type regedit
Go to HKEY_USERS.DEFAULTSoftwarePoliciesMicrosoftInternet ExplorerControl Panel
and in the right hand side double click on SecurityTab and change the Value data from 1 to 0
or just delete the key.
Then download Spybot Search & Destroy if that works and also make sure your antivirus is working and has the latest updates. Then scan all your files and see if anything is found.
David