The combination of Ad-Aware and SpybotSD usually does the trick. Download them, install, and get the most recent updates. Run each one once (and use the "Immunize" feature of SpybotSD). This should clean up most of the offenders. Some spyware these days will reinstall while this is going on, so you might have to disconnect from the internet and run them again.

Ad-Aware SE Personal can be found here: http://www.lavasoft.de/

Spybot SD can be found here: http://www.safer-networking.org/en/home/

Nastier cases may require registry edits, lets hope you don't have that problem.

Once clean, switch to Firefox or Mozilla, found here:http://www.mozilla.org/
IE is the bane of computer security, the only time you should use it is to run WindowsUpdate (and only then because you have no choice!).

What version of Windows are you running?