You should get a program that guards your registry from malicious programs/sites changing any of the keys. Ad-watch from Lavasoft does this, but I can't remember if you have to pay for that.
Also, you might want to check your IE settings, tell IE to prompt you before running any Javascript or ActiveX controls. If you are on a site you trust, you just click Yes and it'll load the site normally, if you click No then any attempts to alter your system will be stopped.
However, this does not mean that your trusted sites are attempting to alter your settings, it's just that this technology which is used by normal sites for their everyday business is abused by dodgy websites for their own gain.