I keep get a message box popping up saying "click to complete download" I have no idea what download this is referring to or how to stop it happening? any suggestions? It happens even when I'm not running any programmes.
My advice would be to switch to Mozilla Firefox browser and Thunderbird email client. Far superior to IE. I used to have lots of glitches with IE, but since I started to run Firefox I've had no problems. Must be over 12 months now. You can download it here http://www.mozilla.org/products/firefox/
You have spyware. Download a removal tool and run and remove any spyware it finds. Mozilla will not be imune to spyware forever. The more people that use it the more likely it is for the spyware to be written fo it.