abacab, the icons may well just be shortcuts to a website, but if you right click on the icon and select Properties, you should be able to find the Target for the shortcut. If it is a program, you may be able to remove it via Add/remove Programs in Control Panel (depending on what operating system you are using). If Adaware or Spybot does find and remove the offending items, then it is probably also worthwhile running a registry cleaner. RegClean is good for most operating systems, but not ME or XP click here, jv16 has also been recommended on this forum and is suitable for XP, it is free for non-commercial use click here.
I have recently had to clean up a friends pc that had acquired some undesirable extra features like yours did, not as a result of visiting a naughty website, but by inadvertantly agreeing to the download of some software in order to use a totally innocent sounding facility.