do you by any chance have any programs that check both antivirus and spyware? it sounds like you might have a keylogger.
I did, apparently it may not have been very good (not sure if it was that but it crossed my mind) - so formatted the drive and reinstalled windows, got new antivirus software, very annoying.
A good program to use (although it does cost) is called ScanSpyware. It seems to catch everything that Ad-Aware and SpyBot tend to miss. I still use those two as well (I also run SpywareBlaster too), but I'd definitely recommend getting ScanSpyware, if nothing else.
Of course, make sure to run a firewall and a virus scanner. Two good ones that're easy to come by are ZoneAlarm and AVG Anti-Virus. There are others of course, but I really like those, since they don't hog system resources or mess up the OS (like McAfee and Norton usually do).

+
= a happy gal