In addition, turn off Autorun to avoid malicious spywares, viruses to spread into your PCI agree with znod. Scan your pc for malware, evilware, spyware etc. Reading your post gives me an unpleasant feeling that there may be more installed onto your pc than you might want to be......
Win+X -> Run and type gpedit.msc
Administrative Templates >Windows Components > Autoplay Policies , double click "Turn off Autoplay", Next is click Enabled, and then select All drives so that you can disable Autorun on all drives.
To learn more about autorun, Please read this article:
Is autorun really that evil, and if so, how do I turn autorun off?