See my post about I.E Spy-ad. Also download and install a free copy of Spyware Blaster. That way when you surf the web, no blocklisted program that you don't want can ever be installed on your computer. Ideally, it helps to have a multi-layered protection system in place to block viruses, worms, trojans, dialers and keyloggers. Its a dangerous world out there.
I have spyware blaster which I think maintains your hosts file .... plus I put in a good hosts file from this site: http://www.mvps.org/winhelp2002/hosts.htm.
You mentioned having a good hosts file a few days ago.