1. Install some good antivirus (kaspersky?) and firewall (kerio? outpost?).
2. Update antivirus' datababes. Perform a full scan.
3. Install antispyware (apart from Your Spybot, which is good, download ad-aware se). Update them - scan.
4. Download critical patches from Windows Update (I reckon You have Windows OS?).
5. Show us Your log from hijackthis.
www.hijackthis.de
And last but definitely not least - change Your 'web browser'. I put it in inverted commas, because MYIE runs on IE's engine so it cannot be called a web browser. I recommend Firefox (or Opera?).
Regards.