Hi,
This sounds like you've accidently installed some spyware onto your
computer.
This most likely came from whilst surfing on the internet and a Security
Window came up asking you if you would like to install and run a certain
file. These security windows usually have a Yes, No and More Info button on
them.
Once you hit Yes, then it'll download and then run on your computer.
This sort of spyware has been very common and the best
thing to do is to get rid of it.
Check your Add/Remove Programs to see if there is a listing "Cool Web
Search" and then remove it.
If it's not there you should try to download LavaSoft's AdAware
(
http://www.lavasoft.de) , or any other spyware removal software such as
SpyBot Search and Destroy and so on..