Your explorer has been Hijacked - you need to download the following app.
Hijack this
http://www.spywareinfo.com/~merijn/downloads.html
or when you click explorer and the dodgy web name appears - write it down - then go into you exlporer options and changed you home page to google - apply it and or type google in your web browser (just try and get to google home page if possible) , then type in 'how do i delete (put dodgy website name in)' this should put you in the right direction of some good advise and help.
This has happened to me a few times and I fix my mates PC about once a week because I always looks at dodgy porn sites.
Good luck anyway