Thats why its a good idea to run "Spybot Search & Destroy" Maximum PC rates it as one of there "kickass products". It's totally free, here is the link //http://spybot.eon.net.au/ it has an option in there somewhere to "Lock" your IE so this does not happen. Grab it, update it and run it. Don't forget to immunize too
It works great I know KC runs this also. It should fix your problem.