it's all the stuff that comes in with cookies that causes all the annoyances..I've been told some of the 'do you wish to install 'x' from 'y' software?' that the 'no' answer is actually 'yes'. (it's just a quick change in Visual Basic, or whatever they use).
I've run Ad-aware for a little while, and it's been a life-saver. Some of this stuff reroutes your home page, insinuates itself in your registry, and adds unwanted toolbars to your browser. Ad-aware finds most of this. It's a constant war; as soon as one side figures a block, the other side finds another gap.. but it's better to keep stopping the worst offenders.
(a lot of cookies are kept in a directory called 'cookies', depending on your OS..you can see the actual files..I selectively and manually delete them..renderosity and daz cookies you can leave..anything that has the word 'click, ad, track'..well you get the idea. Or you can use a program to do this as well..good luck)

I wish I'd said that.. The Staircase Wit

anahl nathrak uth vas betude doth yel dyenvey..;)