Hi - it sounds like you've picked up some Spyware and unwanted ActiveX control scripts.
There are a couple of good software programs to remove this garbage from your machine - Ad Aware (easier if you're non techie) and Spybot Search & Destroy (has more features for the advanced p.c. user - it can make changes to the Windows Registry so if you don't have a clue as to what that means - try Ad Aware). Ad Aware is a free (I think...) download, Spybot Search & Destroy allows a free trial for 30/45 days or so.
After you clean up your p.c. with these tools you can use a number of programs to block spyware and unwanted Active X scripts like a firewall. An excellent free firewall is called Zone Alarm - running a firewall is a MUST especially if you have broadband. If you're running Windows XP, their new Server Pack 2 upgrade is full of new security options. If you don't use Windows XP make sure to FREQUENTLY check Microsoft's site for Internet Explorer updates and security patches (yes AOL's web browser is just an interface over Internet Explorer so this applies here as well).
And make sure that you have anti virus software that is UPDATED frequently. I used Symantec's Norton Antivirus program and run a scan every DAY when I'm sleeping. You can set a schedule to run it automatically (i.e. 3 a.m. everyday when your asleep). It does take a long time to do a complete scan if you have a large hard drive along with lots of software but if you don't have a slew of software (like me) on your p.c. the scan will be quicker.
I hope this helps. You might want to do some web searching on Spyware/Malware...just be careful to not download anything that is NOT on the d/l section on this website because some Spyware manufacturer's "claim" their software is a Spyware removal system when in reality it's just another way of ADDING more Spyware to over burden your p.c.
Everytime I open Microsoft Explorer something adds a extra-search bar and some favorites to the favorites folder. Does anyone know how to delete this? I am guessing that when I watched a video via windows media player that I clicked yes to install some program when I thought it was just asking to download a codec.