>Scary! Maybe spy or ad ware. I don't want anything from the internet unless I ask for it. So I could understand if I was "browsing" or "surfing", but I was at 19th hole!*NEVER* connect to the Internet without a firewall! That goes not only for incoming but also for outgoing calls from programs that love to call home and report on you (one of the reasons why Real Audio was banned from my computers years ago).
A minimalist software firewall would do if nothing else. Maybe Zone Alarm (free) or one of the many other options available. I personally use and like Outpost from Agnitum.com (excellent product).
I am also testing the newly improved Windows Firewall in XP SP2 and it seems to work OK so far, even blocking popups (or poping blockups was it?). Granted, other products do that (notably Google's toolbar) but it is a nice extra feature of Win XP SP2.
Note: Did I said
NEVER connect w/o a firewall?
Friends don't let friends surf without a firewall.