Lots of nasties out there... trojans, spyware, hijackers so if don't protect yourself with a good firewall, anti-spam, popup blocker and antivirus.. you are bound to be hit w/something.
Likely infected with dialer/spyware. Go to RUN..MSCONFIGURE
Check if any program is on startup that looks suspicious.
Also, check control panel..Add/Remove programs
see if any program installed itself..if so uninstall it.
Do a thorough scan with Lavasoft Adaware or Webroots Spysweeper that detects spyware. Make sure definitions are up-to-date...also do scan with AV.
And.....once system is clean. Dump I.E. and get a better browser like Mozilla that is not as prone to these nasties