OT: (in edit: this sounds like your problem! if explorer windows mysteriously open up with add's, this will fix it)
If you've downloaded any programs recently you may have gotten advertising "spyware" in your system. In particular, most of the music download programs (Napster, Kaza, Gnutilla, Morpheus ETC)now have these dam things resident in them. Since you OK the download, most firewall and virus programs don't keep them out. The symptoms of a lot of these are that they open their own explorer window without you asking and ad's show up even when you're not in a site with pop-ups. The best way to get rid of these programs is to get "spybot search and destroy" it's free and safe (recomended by the Geeks at TechTV etc.) get it here: http://spybot.eon.net.au/index.php?lang=en&page=news
Good luck, my kids got spyware/pop-up software on the comp. and it really slowed everything down and was annoying and scary. This took care of it.