Firstly follow valkyrie's correct advice. (It's set back via internet options in the tools menu in IE).
Second, the problem was caused by a browser hijacker - rogue adware/malware software that installed itself to your machine. Not a virus as such.
To remove it I recommend the sypware removal tool
Spybot - Search and Destroy here's a
link. Also, the other main program for removal is called
Ad-aware; again, here is a
link.
I prefer Spybot myself but recommend you use Ad-aware next too as sometimes one finds things the other does not. In the case of both programs - once installed, do use the updates feature (in the online menu or download reference file sections) to access the latest updates for the removal programs.
Then, fix the problems they find. Spyware S&D also has an immunize feature, a lock host page option etc which helps in the future.