Hi,
The hosts file shows nothing untowward either.. how strange.
This next procedure involves in part, clearing out your cookies file. Please make a note of any passwords etc, that you keep cookies for.. this forum for instance.
This next procedure will clear out all temp files, cookies, IE History etc. It clears them via DOS, which is far deeper into your machine than just a clearup via Internet Options.
First, go
here and download
index.dat. Choose the option
Full install | idsuite.exe. Install it, keeping the option to put an icon on the desktop.
Once done, open the program, select the
C;\ drive, then click on
Tools | Settings | Folders, and select all options, then click
Find. Once it has run (it only takes a few seconds), click on the second icon on the top row
Generate Batch File, then click
OK.
Then restart the computer. On restarting the desktop, a DOS screen will open and you will see a small part(one of the vaguaries of DOS) of the list of files deleted.
Once that has finished deleting, it will tell you in the Title Bar of the Dos Screen that the program has finished running. Close the screen, and let the computer finish booting.
See how you go with that. It's not any malicious code that I can see doing this now.. just a bugger to fix.

Aren't computers wonderful.
If that still doesn't do it, we can repair IE. Not as painful as it sounds. Click on
Start | Settings | Control Panel | Add/Remove Programs, then scroll down the list and highlight
Microsoft Internet Explorer 6.0 and Internet Tools by clicking
once. A button will illuminate under the list saying Add/Remove program. Click on that
once and then click on the option to
Repair, and click
OK. If IE isn't listed under
Add/Remove programs the the alternative is to go to
Start | Programs | Accessories | System Tools | System Information | Tools (On menu bar)
| Internet Explorer Repair Tool and do it from there.
See how you get on with that lot. It's all just good housekeeping, nothing to worry about.
Cheers
Liam