Aye. In Internet Explorer, never ever set the 
security settings below "Medium" (luckily Medium 
is the default) or those automatic dowloaders 
will stop asking for your permission and 
automatically install themselves. I found this 
out the hard way on my computer at work - I had 
to set my security to Low to work on some 
project, and visited this site during that time. 
Some spyware installed itself and decided that I 
needed to see a popup ad approx. every 30 
seconds, whether a browser window was open or 
not. I figured out how to kill that annoying 
program, but I think I've got another one because 
now I get popups on sites I *know* don't have 
popups (like google.com). Sigh, I'll have to deal 
with that later - it would be embarrasing to 
request help from IT. Sorry, I just had to 
vent ;) Anyways, you may want to consider getting 
the "Mozilla" browser at: 
http://www.mozilla.org/, it works great and has a 
built-in option to disable popups (I imagine this 
works better than the external solutions for IE, 
which let a popup through every now and then).

One of these days I plan to track down the 
developers of these spyware programs - I have 
this nice solid hammer lying on the floor that's 
just begging to be used ;)

Mike