Right, um... Not so rare, the virus.
Unless, of course, you're speaking of non-Windows platforms. Then I'd be surprised to hear the suggestion (always am when I do)
If you're running a Windows box connected to the internet constantly, without a firewall of some kind and no virus protection, you've probably got a virus.
Not only if it's acting strange, it's just a safe bet that you do.
More likely it's spyware/malware you picked up from a less-than-reputable website you may have visited, but never discount the idea of a virus on an unprotected Windows machine. Good god, it makes me shiver just to think about it.
Four points of advice:
1) Go out and get yourself some antivirus, install it and follow the directions. McAfee is what most IT dudes will recommend - don't use Norton's/Symantec or an off-brand.
B) Get AdAware.
III) Quit using Internet Explorer. Switch to FireFox. IE has more backdoors and easy ways in than a whorehouse in Phnom Phen.
d) Visit Windows Update and make damn sure all the Windows updates relating to security are currently installed on your computer.
Best idea is to install your antivirus and AdAware, make sure their definitions are up to date, then restart in safe mode to run the scans. Otherwise, you're not guaranteed everything will be caught and disposed of.
You'll need 1) and B) to get it clean, but if you don't do III) and d), you're only wasting time with the first pair.
Of course, this is just advice from an IT professional. Listen to whoever you like.