I have a wonderful little free program called SpyBot that works great on removing sneaky files. Another good one is RegCleaner --- obviously to clean your registry of any bad guys --- also free.
There's been a couple of times in two years that images that were supposed to load up somehow acted like a file download. There have also been times I was in the cache, trying to open image files in another window, and they acted like downloads.
I'd first off clean out the cache and all useless cookies.
I'd also suggest SpyBot, the latest version is 1.2
http://security.kolla.de/ Also use Hijack This ( adirect download link, by the way):
http://www.spywareinfo.com/~merijn/files/hijackthis.zip Hijack This can create a startup list that might reveal some problems, that you can copy and paste and some of us can help look it over. Look under Config>Misc Tools.