I have an unresolved ... but so far not (yet ... ?) harmful problem of the same sort. It appeared after I accessed a music site (a history about Percy French, the author of Mountains of Mourne). I have got rid of the most of the problem, but there is a file left in my registry (Win XP Home) called wwweasy.exe (and another wwweasy.~ file) - and it was trying to open the web as soon as I logged onto the computer ... and install itself as my home page - offering on-line gambling (and God knows what else ... !). It stills seems to launch a web connection box at startup.
Running Norton Internet Security and Adaware seemed to get stop the active attacks, but it didn't get rid of those two files. I mean to collar a more knowledgeable IT type before I go any further in eradicating it - in case I take out something useful. Have a search for that file I mention above ... you could have the same gug ( ... trojan ... spyware ... ?).