disable fraud dialup programs?

Sometimes when your surfing not so very safe webplaces, there is this small programs that automaticly puts them self on the desktop or some other place trying to hide. the program itself is small and disconnects from my internet server and the trying to dialup some in most chases porno server or whatever it is but it is porno and I dont like being forced to watch porno. please help.
Best regards from Henrik.

 

Hi Flue
When you go up to tools...internet options........then under the advanced tab, do you have the check marks removed from anything that says "Enable install on demand "?

Daizy