Sorry, if this seems lame. But I'm having this problem with a web that set it's self as my home page. I which spybot doesn't seem to catch. And for some reason when I try to download adware or regcleaner. It's shuts down my browser. (WinXP) and McAffee doesn't catch it either both with update dat files. This is driving my wife crazy and I'm tired of hearing her *&((&^ about it. How can I get rid of this problem and prevent it in the future.
Sounds like to me either you have spyware or malware on your system. What I would do is

1.) Set the home page go to tools, internet options in the address bar delete whatever is in there, then replace it with www.anysite.com then press enter on your keyboard, or go straight to OK.

2.)Download the Latest Patches & Services Packs for Internet Explorer 6.

3) Unistall and Reinstall Internet Explorer 6. try downloading crazybrowser from www.crazybrowser.com or mozilla. (optional)

You should also try flushing the DNS using ipconfig/flushdns to do this go to start, run type in command or cmd this brings up the command prompt type in ipconfig/flushdns when itsd done it will say successfully flushed the DNS resolvers. Type exit after that close all programs that are open on your system. Totally shutdown your system and leave it off for 20 seconds(Known as a cold reboot). Turn it back on, get back online issue resolved. Hope this helps ComputerNerd22