IE 6.0 and below suck. Honestly, it is updated a few times every other month with SERIOUS security issues.  Those security issues are constantly exploited by spyware and spam.  It really is ridiculous how much business Microsoft has given to spammers.



Switching to FireFox, or Opera

FireFox is the Shiznit!

CLEAN IE, DOWN AND DIRTY:

1)  Get Rid of Cookies.
Do a search on your entire computer for cookies just as you would search for ANY file.  Type in "cookie" in the search app
2)  ADD/REMOVE SpyWares
Next uninstall the blatant crap on your system: Go to Add/Remove Programs | look for applications like "search" or "accelerator" or "optimizer".  Don't just arbitrarily remove stuff, only remove stuff you know it crap.  If you not sure, google it.
3)  Get the TOOLS
 Next download "adaware"  its free on majorgeeks.com
 Another good one is CWShredder and Hijackthis (use with great caution.  In fact, don't use it without reading up on it.)
4) USE SAFEMODE
Boot into safemode and use all your new found tools.
Safemode only runs your essential processes.
Get to safemode by rebooting and hitting "F8" like crazy as computer starts to come up.

This should clean your system unless you have some very special Trojans or RootKits on your system.  If the problem is really bad you can always back up your important data and reload Windows from scratch.