Oh, this is nasty spyware called a 'browser hijacker'. It's like a virus. This took me ages to get rid of until I figured it out (with Amiga.org's help). Spybot S&D and lots of other spyware tools won't remove it.
You need AdAware, and cwshredder. Get cwshredder
here or just google for it.
Run cwshredder first, and let it do its business. That will kill the trojan. Adaware will just clean up the crap it left behind.
Then go install XP Service Pack 1 if you don't have it, and remove Java VM if you've got it installed. That'll stop it ever coming back.