It sounds like you have a "hijack". Many of these hijacks come from pop-ups or files from file-share communities like Kazaa, etc. Common ones are EnpirePoker, Cool Web Search, and PerfectNav.
If it is Perfect Nav, there is actually an uninstall program at c:\Program Files\Kazaa
For others, download and run a program called "Hijack This". This should remove any hijack URLs on your machine.
You could also try "Spybot - Search and Destroy" to remove any adware, but running this will prevent ad-based file share applications like Kazaa from running.