To help prevent this using IE - go to "Tools - Internet Options - Advanced" - and UNCHECK both 'Enable Install On Demand' boxes. Repeat, both boxes should be unchecked. This will help prevent programs like this auto-installing when you visit certain sites.
The spyware removal programs mentioned are good for most spyware, but many of these browser hijack softwares are sneaky and reload after deletion when you reboot. In many cases, you have to boot Windows in safe mode, delete the files, and then reboot. Many keep files running in system memory so you can't delete them unless you do so from DOS or safe mode.
There's a free program called 'Hijack This!" which is excellent in identifying and removing unwanted programs.
AdAware does an excellent job of removing most of the problems as well.
You can get both these free at this excellent link:
http://www.computercops.biz/downloads-cat-14.html
I run both Spybot and AdAware to eliminate crap. Between them, they get pretty much everything.
snibble - Let me know if you need help removing the spyware.
Good luck!