Sounds like AstroPuppy might have some hijacker spyware on his system.
This crap has been propagating like crazy, and programs like spybot and ad-aware
just aren't keeping up. (Though they do an awesome job trying! Not slamming them at all)

Programs like "hijack this" and "pest patrol" will give a clearer picture of what's happening
on your system, but you have to be extremely careful with both of those... as you can easily
hose up the works unintentionally if you delete things you aren't sure of.

Sorry Astro, but I have to agree with the others here... I've set to "prompt"
on all the activeX stuff, and didn't see the issues you were speaking of.
It might be time to do some deep system cleaning, or perhaps time for a fresh format and reinstall.

Edit... same goes for woket... didn't see your post until I'd posted already

Here's a bone... [link=http://www.pestscan.com/]Pest Patrol's Free Scan Site[/link]
PP isn't free... it's a $40 product. The scan will give you a decent idea of how it works, and how
bad off your system is, however. Here's a link to [link=http://www.spywareinfo.com/~merijn/files/HijackThis.exe]Hijack This[/link], too. Hope one of them helps.
Please, please... be careful with either program. They are meant for the more computer-savvy types.

By the way, the pest patrol site DOES use a LOT of active X... so expect some prompts on that page :-)