Do a malware check with a few malware scan programs.
You need to use all programs because each detects different malware.
Make sure that you update each program to get the latest version of the database before doing a scan.

• http://www.malwarebytes.org/mbam.php - Malwarebytes' Anti-Malware
• http://www.superantispyware.com/ - SuperAntispyware
• http://www.safer-networking.org/en/index.html - Spybot Search & Destroy
• http://www.lavasoft.com/products/ad_aware_free.php - Ad-Aware Free
• http://www.microsoft.com/windows/products/winfamily/defender/default.mspx - Windows Defender: Home Page

See also "Spyware on Windows": http://kb.mozillazine.org/Popups_not_blocked and What to do when searches take you to the wrong search website

If you are using the newest version of AVGFree, you might have this issue. Simply open the AVG Interface, click on Link Scanner, click on Tools/Advanced Settings, and unclick the checkbox next to "Add Secure Link Scanner to Facebook/Myspace...". Hope this helps.

THIS WORKS! Thank you for supplying the correct answer! (Although I must admit that I run OE8.)

AVG was definitely the culprit. Thanks.