The **** is not the problem. The problem is that IE defaults, from Microsoft, into Auto Install and Auto Download all plugins AND programs it runs into. On IE 5 and below that was everything - yes, EVERYTHING. On IE6 they changed that to "signed" and "verified" sources - almost as bad.
(1) You MUST go into the Internet Options pages and turn off all Auto Install functions (Advanced tab) and Auto Download / Auto Run (almost) ALL scripts and Java apps (Security tab). That s#@t has GOT to go.
(2) You are, most undoubtedly, running Plugins and TSR's at startup. What version Win and IE are you using? You'll have to go into the Downloaded Plugins / Downloaded Programs folder and remove ANY plugin codebases you can't identify as absolutely needed. Then go into the Add / Remove Programs Control Panel and look for any spyware and remove those, as well.
Then the best way to proceed from here is go into the Registry and look at the Uninstall key in /HKey Local Machine/ Software/Microsoft/Windows/Current Version and check for installed spyware programs which hide their uninstall dll keys. Delete those programs, and their folders, from the Program Files subdirectory.
In \Windows\PC Health\Hlpctr\Binaries run MSCONFIG.EXE (those b*stards hit it REAL well in XP!) and go to the Startup tab and turn off any suspicous startup TSR's.
There's even more to it than that but those are the (easy (????) ) ones right off the top of my head. If it doesn't work we'll get nasty on it.