Sounds like you've got some adware on there.

Download Spybot Search and Destroy to get rid of spyware and adware and such, its my favorite choice.
http://security.kolla.de/

Download AVG to get rid of viruses and trojans, its not flashy or anything but it gets the job done.
http://grisoft.com

Both are free, and you might want to download a firewall incase you've gotten a trojan, and they're always nice to have.

Get the free ZoneAlarm
http://www.zonelabs.com

You should do monthly or even weekly scans for these things to keep your computer clean.

Welcome to AO.