Hmm, that sounds more like a trojan than spyware. I say that because I had the very same problem on my PC several months ago.
Turned out someone in the house had accepted an active x onto my pc and infected it. I had to get help to get it sorted out. These (
http://www.geekstogo.com/ are the guys that sorted me.
One of the things I was advised to do after I was all cleared up was install
both Spybot search and destroy as already advised by Novice, along with Lavasofts Ad-Aware. They're both free and they compliment each other well.
Good luck.
PS. Like you it was only IE that was affected and FF was ok to use.