Malicious Software

Today was very wet and no building work could be done. I worked on one of my computers all day and tried to update the version of Internet Explorer. Somewhere in the process I picked up some malicious software, which tries to take me into sites which offer me all sorts of add-ons, which try to alter all of my computer security and place unknown bits of software on my hard drive. Subsequent to this happening I have been trying to find the location of this piece of software in my computer and remove it; so far unsuccessfully ;>((

I suspect I may have to reinstall the entire operating system etc..