>Check the settings of IE to be sure you are not using a proxy
>
>Tools -> Internet Options -> Connections Tab -> LAN settings button

I checked and it is not the case. I believe I have some spyware running, but I am not sure how to detect it. Also today one of the IE pages (UT) opened, but the rest didn't.

I activated Internet connections at home few weeks ago and all my troubles started since then. The opening of every Window (new application) became very very slow. I'm thinking of buying a new computer, but the speed in my current one was not that terrible before.