I presume that you are using your own PC, in halls or something, and not a pc in an IT dept. If it is a uni PC somewhere on campus (but not in living areas) then ask the help desk to re-image that pc.
I've come across a few PC's with this type of problem. The solutions I have found include:
Download Netscape (or other browser apart from IE).
Download a tool called IEeradicator to completely remove any trace of IE.
Use netscape (or whatever) to do a windows update and get IE 6 (and then the update SP! for that too).
Make sure you do a thorough search for spyware and BHO exploits.
and finally, sometimes I have not been ablet o reslove the issue. Possibly 3rd party software related, but we had to do a reinstall....
good luck!