[Suicide Junkie]

Ugh. You were using IE weren't you.
Active X isn't the adware, though. Its just Microsoft's nastyware doggie-door.

Grab Mozilla/Firefox or one of the other soon-to-be-suggested safe and open-source browsers.

Then try to figure out what the nasty is actually called.
You could try googling for (and posting here) a more detailed description of what you see, and see if it turns up anything.