How can I stop this craziness????

My operating system is Windows ME and I have a cable connection to the internet. My problem is that somehow things keep getting added and changed on my computer without anyone doing it!! Sometimes, I will open internet explorer and my homepage has been changed (usually to some advertisment about Spyware) and when I change it back to my prefered homepage, it changes it back. New shortcuts appear on my desktop when I have not done anything to put them there. There are even programs that have appeared, and won't go away, in my start up programs. I can search for them and delete every trace of them from my computer and then go into MSCONFIG - STARTUP and uncheck them and they reappear the next time I boot my computer. What gives?? It is really messing up my computer, not to mention some of this stuff is not only annoying but downright offensive. I am learning to edit my registry as I figure this is where the problem lies but am hesitant to just start deleting stuff there without some good advice first. Please help if you can. Thanks.