Now, this example is just something simple. I used the edit page of my blog to give me this question, but do you ever remember something similar coming up on your screen? If so, you more than likely clicked on "yes" and the next time you opened your browser window your home page was different. This could have been the culprit. ALWAYS READ BEFORE YOU CLICK.
Many times a Web page will contain a question that is nothing more than a link connecting you to a page in order to download something. Beware of these kinds of graphics. They may even have the X in the corner where we are used to clicking to close the window. Kids are notorious for falling for this one and clicking on the X. The program could install without you even realizing it. Ever heard of a "drive-by downloading?" I'm serious.
I use a free program called "Spybot Search and Destroy" to look for spyware. It's available here. Allow this program to scan your machine for spyware and allow it to clean the machine. When the program finishes cleaning your machine it may state that some programs were running and do you wish to run Spybot on a restart. This is because some spyware programs run in the memory and can't be uninstalled while they are running. If you run Spybot on a restart they haven't been loaded yet.
Try using this program and see if it helps with your problem. If you still have problems with spyware, you might want to check into Spyware Blaster to help prevent them. It is also free and available at Javacool Software.