Finally, when I received the SP2 cd through the mail, (couldn't download for some reason), and installed it, I found there was a new button on the drop down file under Tools when I was on Internet Explorer. It is called "Manage Add-ons". I had never heard of Add-ons, but when I hit the button - voila - there was a list of Enabled programs, and these sites were listed. All I had to do was hit Disable, and the problems were gone! After countless hours of trying to get rid of these bugs, it seems they don't classify as bugs but 'programs that extend the capabilities of your web browser and which can sometimes interfere with the operation of your browser'. Which would explain why the virus checkers didn't get them.
Good luck, and all power to the goodies - when combined we can beat the internet scum!