David, I had this happen one time a while back. Pissed me off.
Here's what I did, but use much caution here.
start
run
regedit
search for the
http://www.whateverthestupidasssitenameis.com
change the reference to your favorite
hit f3 to search for the next entry
change the reference to your favorite
repeat until that damn address is gone. I ran my anti spyware tool, but it didn't find anything...My default page was changed to some obscure search engine but changed it back to Club Cobra...