Spyware
You have inadvertently installed some spyware on your system.
Download spybot from here:
http://www.safer-networking.org/
And run it. Let it remove any spyware it finds.
Then reset the Search Engine.
Open Regedit to the following locations and verify the below default entries:
Start | Run (type) "regedit" (no quotes)
[HKEY_LOCAL_MACHINE\SOFTWARE\Microsoft\Windows\CurrentVersion\URL\DefaultPrefix]@="http://"
[HKEY_LOCAL_MACHINE\SOFTWARE\Microsoft\Windows\CurrentVersion\URL\Prefixes]
"ftp"="ftp://"
"gopher"="gopher://"
"home"="tp://"
"mosaic"="http://"
"www"="http://"
[HKEY_CURRENT_USER\Software\Microsoft\Internet Explorer\URLSearchHooks] "{CFBFAE00-17A6-11D0-99CB-00C04FD64497}"=""
Not sure if they are correct locations for your os. What version of windows are you using?
Failing these this page may help
http://mvps.org/winhelp2002/unwanted.htm
Hope that helps.