My computer automatically changes my IE Privacy settings, can anyone help me?

So I set my computer's IE privacy settings to medium-high and then a minute later theyre back at accepting all cookies and receiving a whole bunch of advertisements. I get banners that say spyware has been detected on my internet and I've tried several different ant-virus softwares, but it nothing has cured the virus yet. Can anyone help me or shed some light on my situation? Thank you so much, it would be greatly appreciated!

My computer automatically changes my IE Privacy settings, can anyone help me?windows xp professional

What i probably do is update all your antivirus software and go to http://www.spybot.com/index2.html download the free software really great little program it will catch all the spywares on your computer. Once u download go ahead download the updates for it and then what will do is shutdown your pc and go to safe mode. Reason is when on safemode only the system boot goes ON not any other programs only program that boots the PC .exe This is how u go to safe mode while booting up press on f8 couple of time till you see a DOS asking you how do you want to boot up go ahead and choose safemode. Once your on safemode go ahead and do your scanning do your antivirus first then spybot.. You'll see alot of spyware im sure coz it actually compromise already your Internet Explorer. Once done scanning make sure u delete all the spywares found or fix problem on spybot and go ahead and reboot normally. Once reboot go ahead and go to your Internet settings put everything in default setting and shut it down and turn it back up again. Your spybot search and destroy program will monitor everything that goes on your pc it wil ask you if u want it to access your registry..if you don't know the program always click NO! hope this help you alittle. :)