Prevention is the best defense, eh?
Now that you have the problem, getting rid of it may be a task. Don't know what your internet setup is, but it sounds like you've been hijacked. There are some excellent forums at
www.grc.com and I would refer you there for help.
Meanwhile, add these to your toolkit:
Spybot:
http://www.spybot.info/
Spyware Blaster:
http://www.javacoolsoftware.com/
Several useful and free utilities:
www.grc.com
Once you download the tools and update the databases, you probably want to do your fixes with your internet connection disabled and at least two reboots with malware scans before restoring the connection.
There was a German product (WebWasher) that was fantastic and free for home users. Think they got bought and it's no longer free, but....
After you get this cleaned up, I also suggest you move to something like FireFox if you're using ie. You also need to update and lock your hosts file.