I don't have enough to get traction on your issue. But if this was my machine, I would...

a. Be running IE 6.0 plus updates.
b. Have run Disk Cleanup and cleared the IE T.I.F.
c. Looked under View, Internet Options, found the Objects and deleted them all.
d. Used the Parasite removal programs. Just to be sure.
http://reviews.cnet.com/5208-6132-0.html?forumID=32&threadID=1313&start=0 notes the five scanning tools and removal tools that are fairly safe. If one does encounter an issue, its always been damage done by the MALWARE. The most common issue being Layered Service Provider replacement which you can use LSPFIX (Hint: use http://www.google.com to find).

The thread has follow on discussions about new links if you don't want to use Google to find an item.


PS. All the tools are free.