Nate another suggestion, I would also advise that you use this great protection program SpywareBlaster. It is FREE, doesn't run in the background, doesn't scan for and clean spyware--it prevents it from being installed in the first place. SpywareBlaster prevents the installation of ActiveX-based spyware, adware, dialers, browser hijackers, and other potentially unwanted programs. It can also block spyware/tracking cookies in IE, Mozilla Firefox.
Download, install, update and then Enable All protection. Then close the program. Check manually for updates every couple weeks. If it has any then download, install and enable all new protection. Close the program. Really offers great protection along side your other security software and there are NO conflicts with other programs.
Also be sure your browser security settings are correct.
On I.E. click Tools, Internet Options, Browsing History Settings and put a dot in Every visit to the page, click ok. Next click the Privacy Tab there and click on Advanced. When that opens put a check mark in Override Default Cookie handling. Then put a dot in Allow 1st party cookies, Block 3rd party cookies and a check mark in Allow Session Cookies. Click Ok. and Ok.