Have run Norton, have run Adaware/Spybot - Norton came up empty (as it runs twice a week anyway), Spybot found a bunch but killed 'em all.
The window thingies do come up with IE running - just with Outlook Express running.
When the Pprune software made the link from the address I wrote in the message I clicked it - took me to an empty window.
System restore next - see what happens.
Still open to suggestions though.