Hmm, a common problem. There are several ways to approach this.
1. On your Internet Explorer, go to
Options -> Internet options -> Programs -> Manage Add-ons (all the way down)
From there you will probably see a pretty big list of add-ons. If you know they're running right now, make sure you're on "Add-ons currently loaded in Internet Explorer". If you don't know if they are, go to "Add-ons that have been used by Internet Explorer" and disable anything you don't want, recognize, think it's suspicious.
2. Download an anti-spyware program and scan your hard drive regularly
Do this anyway even if the above works completely. You will need to do a regular check-up to make sure your computer isn't being monitored and your private information isn't being stolen. I would recommend the following free ones:
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Microsoft Anti-spyware
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Ad-aware
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Spybot: Search and Destroy (scroll down)
Do a scan every week or so. It will keep your computer clean.
3. Switch internet browzers
It is a well known fact among computer users that Internet Explorer is not one of the best internet browzers around. It's not as fast or Opera nor Firefox, while both have more flexibility and safety than IE. If you want to try something new, I suggest downloading Firefox or Opera (I persoanlly prefer Firefox)
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Mozilla Firefox
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Opera
Hope this helps! Happy new year =)