'AdAware' - download, install and run.

'Spybot' - try this one, too.

These are programs that search for and remove any sort of 'Adware' programs that might be installed on your PC. I wouldn't worry about your problem too much, as the vast majority of Adware programs are completely automated. Just run these two programs and remove any Adware programs that they might detect, and your problems will cease.

You see, whenever you visit certain web pages, little programs are installed that do various different things. Some simply collect pointless bits of information about the people that visit their website, and some track you - for whatever reason. Like I said, it's not overly serious - just make sure you use these programs regularly after you've downloaded them.