If you're using Windows, you may very well have spyware on your computer. This was likely installed without your knowledge and consent.

Common signs that you have spyware:

• Advertisements popping up on your desktop
• Strange DNS errors or redirection to search pages, when the same URL works just fine on another computer
• "Enhanced Search Result" pages popping up whenever you search Google, etc.
• Random, unexplained system crashes or network activity (Note: To truly fix these problems, you may want to consider installing Linux... *g*
• Unexpected changes to your browser homepage, default search engine, etc
• Inability to change the aforementioned settings BACK...

You don't want spyware on your computer. Why?
First, the sole purpose of most spyware is to track your actions on the Internet and deliver advertisements. The tracking of your personal information is often not limited to which sites you visit. It will also happily collect names, addresses, e-mail addresses, etc. This information is often sold to anyone who will pay for it. I don't know why you would want this either, but apparently some companies have based their entire business model around it. Bleh desu...
Second, spyware can slow down and crash your computer.
Third, most spyware has the ability to download and install software without your knowledge and permission. This action, helpful to nobody but the advertiser, can also bring in more spyware and viruses/Trojan Horse programs. Yuck! Fourth... and possibly worst, some spyware has the ability to reconfigure dialup connection settings to cause you to connect to 900 numbers and generate truly massive phone charges. (Typical behavior of 'porn dialers').

So how do you go about getting rid of spyware?
There are several easy to use automatic products out there that are worth trying.
Spybot Search&Destroy
Lavasoft Ad-Aware
Pest Patrol

Sites with more information:
SpywareInfo
Counterexploitation
doxdesk.com - LOTS of info on specific spyware programs

Okay, I'm done with this nonsense.