I think your comp. is infected a spyware or virus or there is a autorun.inf file in your drives which get automatically executed when you double click on them. The best is to download Virus Effect Remover or Noob Killer.
1. If you download Noob Killer there is an option named 8-X Kill. Click it, it would search the entire computer for spyware and delete it. Or you can manually search with it too.
Here is the link:
http://www.freewarefiles.com/Noob-Ki...ram_42299.html
2. If you download Virus Effect Remover, there you can find many options which will help to remove viruses.
Here's the link:
http://www.softpedia.com/progDownloa...ad-113079.html