It sounds like you may have inadvertently installed what is known as
Spyware, or Adware, on your system. Programs such as these are often
known as homepage hijackers (or worse), and tend to be tricky to
remove. They usually arrive via a box which pops up, and asks "Do you
want to install and run [Product Name]?". Here's a screenshot of this
Generally, you should not click "Yes" unless you're very clear on what
software you're downloading and installing, and are certain it is
being provided by a reputable company.
Thankfully, two great companies have provided programs designed
specifically to remove these sort of nasties:
PepiMK's Spybot Search and Destroy
I would recommend installing both of these products, because each of
them detects a difference range of software. Once you've run both of
them, and removed the suggested files, Internet Explorer should return
to its previous state (although you may still need to change the
homepage back to what it was before).
I hope this sorts it all out! If anything's unclear, though, please
don't hesitate to request clarification before rating this answer.
All the best,
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