That sounds like adware. Try running a scan in Safe Mode with Networking. That often prevents malware from protecting itself.
I suggest you also download Ad-Aware 2008 and Spybot S&D (they’re free), install them, update them and run them. If any of the above (or any anti-malware, for that matter) doesn’t seem to be able to run properly or get rid of everything it reports finding, try running it again in Safe Mode.
Also, turn off System Restore to evict any copies of bad stuff that might be lurking there.
To get into Safe Mode with Networking:
1.Log out and reboot your machine.
2.When the machine starts the reboot sequence, press the F8 key repeatedly.
3.Select Safe Mode with Networking from the resulting menu.
4.Login. In case the malware has changed your password, try logging in as Administrator. By default, Administrator has no password.
5.The machine will continue booting, but the Windows desktop will look different.
6.When you're finished doing what you need to do, log out and reboot back into normal mode.
Note that even if the anti-malware programs get rid of the malware, they may not be able to reverse the effects. Search the Web for possible fixes.
Update and run everything regularly, not just when you think you already have malware.
Good luck.