OK, it sounds like your IE has been hijacked, and it will keep coming back until the problem is removed. I would suggest running Hijack This, or X-Ray PC to see if they can remove that entry, or any others which look iffy, e.g. that you know shouldn't be there, like Pureseek or XXX. If you can then get online long enough to download Spybot S&D, that has an IE Home Page Guard, which should prevent the home page being changed.
Otherwise, it looks like you will need to 'borrow' the use of another machine, with which to download Firefox as an alternative browser (or buy a PC magazine with a free cover disc - usually Firefox is included on these). Put this on a CD, which you can then load onto your machine, without going online. Firefox shouldn't be affected by the IE hijack, so try going online, using Firefox, and download Ad Aware and Spybot again. If successful, check both for updates, and run them in Safe Mode. If that does the trick, install Spyware Blaster and make sure you enable all protection. This will also need periodically updating, unless you pay for the auto updates, which is worthwhile as it's only about a fiver.
Spybot and Spyware Blaster also have IE home page guards, so hopefully that should stop you getting hijacked again. Hope that helps - come back to us if I've missed anything, or you need further help.
P.S. It might also pay to download and run Cool Web Shredder (CWShedder), as that is quite persistent spyware, which the others may not remove. All links below, and link to Firefox in my sig:-
Ad AwareSpybot S&DSpyware BlasterCoolWeb ShredderHijack Thisx-raypc