Getting rid of pop-up ad that opens after closing internet explorer?

Whenever I close internet explorer, this adult oriented pop-up ad opens. A friend of mine said they accidentially went to "adult myspace" (whatever that means) a little bit ago, so I think that may be the cause. I've run my spy-ware program twice, plus deleted all cookies + temporary internet... show more Whenever I close internet explorer, this adult oriented pop-up ad opens. A friend of mine said they accidentially went to "adult myspace" (whatever that means) a little bit ago, so I think that may be the cause.
I've run my spy-ware program twice, plus deleted all cookies + temporary internet files, and that hasn't worked.
Is there anything else I can do?
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