Privacy Violation Detected

When I click on IE I get a window opens that reads "privacy violation detected 502 EPA". I have run Virus and Spyware Docor checks but it is still there.
Has any one come across this before. When I search the net on another machine it come up with very little. All no help.
This is on a Dell XP machine.
If you need any more info. just ask.

So what products do you have installed that might produce that error if you are reasonably confident that you don't have spyware .. I can see some 'anti-product' spitting out that kind of message if it encounters uncleaned MRU listings (Most Recently Used)

I think this is some kind of spyware... pretty new I think

use bho demon to see what's attached itself

and then post a hijack this log hijack this at majorgeeks

Thanks Noo Noo

Used BHO Demon and it sorted it.

Which spyware programs do you use?

I rate Spyware Doctor, but what do you think of it?

I use many different ones, depending on the situation... check the sticky in the antivirus thread for my favourites.