The setting Irish Steve refers to :
With Internet Explorer running click the "Tools" Menu then "Internet Options...", then the "Advanced" tab and see if the check box for "Automatically check for Internet Explorer updates" is ticked - if so that's your problem - just untick it by clicking the check box then click "Apply" and close everything down.
In addition to looking in the Start Up menu check the following :
Click "Start" then "Run" Type "msconfig" and click "OK"
Click the "Start Up" tab and you will see a list of programs that are loaded when the PC starts -
You may not see Internet Explorer in the list but there could be some indication of any Spyware etc that is running without your knowledge, which you could then investigate / try disabling.
The above would be the simple solutions - it is more likely, as has already been suggested, that your problem is as a result of spyware / virus or similar so research and update with the latest virus and spyware definitions then conduct a thorough test of your PC.
Hope this helps.
