First, are you connected to the internet by broadband? Second, which anti-spyware programs are you using? Third, are they up to date?
If you are connected to the internet by broadband, disconnect immmediately. It is quite possible that whatever infected your PC has installed software that will use your connection for no good. If your problem recently occurred, try doing a system restore to a point before this happened.
Depending on your anti-spyware program, you may need additional help. Unfortunately this requires you to be on the internet. Several tools come to mind; HijackThis! is a good one for finding out what has happened. Be warned! this program is not for the faint at heart as it can remove some useful features, but there are forums where you can post results for additional help. It's seems a little odd that your A-S program did not prevent changing of your homepage as MS anti-spyware, Spybpt, Webroot, and Ad-Aware all prevent this kind of action. Do you have any of these?
Did you d/l any programs recently? It's possible you may have inadvertantly compromised your system. If you go into 'Internet Options' on the general tab what is the homepage set to? Is it greyed out? If you go to the 'Security' and 'Privacy' tabs and set then to 'high', does that disable your internet connection? If you can re-post with some additional info it might be helpful.