I have seen this problem before and the problem was due to spyware. You can download for free "Spybot" and "Ad aware". You may find you need to run both programs to rid yourself of all spyware.
I have tried to set my home page numerous times now to what i want it to be and for some reason and keeps resetting itself to what i think is a search engine. I have gone into tools/ internet options/ and changed it this way in the browser. But, no luck. Im sure there is another way which i dont know about.
Thank you in advance.