that can be a number of things, if you are using internet explorer it could be your security settings have been changed and are preventing you (alot of times spyware will alter these settings to best work with them)
1st. I would download any program that helps clean spyware. There's hundreds out there that'll work just nicely. There's adaware (www.adaware.com),
spybot remover, and microsoft has a beta version available on their website (it actually does a pretty decent job)
2nd. Go to your internet browser and Select Tools, and then Internet Options. You can click on the 'delete cookies' button in case any little spyware / ad tracker is hiding in there and causing the problem. Then, also go to the Security tab.
Each item (internet/intranet/trusted sites/untrusted sites) has security settings. You can click on the button there for each one that says 'default level' - if the settings have been altered from the default setting.
Try all that if you are using internet explorer. it just may fix it.