One of the fist things you can do is download Ad-aware and clean you computer of adware and spyware, this might solve your problem if it is spyware or the like. Another thing you can do is download a firewall so you can begin to limit the traffic going into and coming out of your computer. It might also help if you could give a hint of what OS you are using, Windows 9x/Me,
Windows NT,2000,Xp, *nix,etc. Here is a link for Ad-aware and some firewalls that you can choose from:

http://lavasoft.element5.com/software/adaware/
BlackICE Zone Alarm Kerio Sygate Outpost

When you first use any of the firewalls be sure to start them out in the strctest mode you can and ease up as you need to. I hope this helps somewhat. Goodluck!

-libertie