Hi,
This is probably being caused by a third-party program- possibly an adware,
spyware, parasite program.
Work through the solutions (CWShredder, Ad-aware, Spybot) at http://mvps.org/winhelp2002/unwanted.htm Also note the security tips on that
page.
Or...
A legitimate program running in the background may be causing this. Disable
(for diagnostic purposes) programs such as pop-up blockers, toolbars,
security, anti-virus, etc. You may have to uninstall / reinstall the
troublesome program.