I had this happen quite a bit lately. Updated something for Windows yesterday, as well as items for System Mechanic Pro, and that seemed to do the trick. The status bar starts to load as if it's trying to redirect, but either IE or SMP stops it. In fact, just trying to respond System Sheild for SMP popped up with a warning twice. Not sure it helps, but it says the infected object is located at CONTENT.IE5\LMYFRQ7D\G[1].JS in my internet files. It says its name is IFrame.gen and it's a security exploit. What's weird is it says IE5 in the file, but I am running IE8.
WOW!! It just popped up 4 more times while I was typing this. Thank God it blocks it everytime.