t3h h4xx0rz pwnt my c0mput3r
Just kidding of course...but seriously that sounds like a program that has been installed on your computer to make it do that. If you know what programs should and should not be on your computer, you can search through the registry and find the program that's making it do that. Also, if you're on XP on that computer, you can hit CTRL+ALT+DEL and go to Processes and see which ones are not supposed to be there. If you're not sure, post a list and/or screenshot of the list of processes.
Just kidding of course...but seriously that sounds like a program that has been installed on your computer to make it do that. If you know what programs should and should not be on your computer, you can search through the registry and find the program that's making it do that. Also, if you're on XP on that computer, you can hit CTRL+ALT+DEL and go to Processes and see which ones are not supposed to be there. If you're not sure, post a list and/or screenshot of the list of processes.