Yesterday when I turned on my computer and opened Internet
Explorer, a weird window popped out suddenly, even though the
website was at sgForums.

A second window popped out again later, warning me about the
Bloodhound Virus, and that I should download a certain antivirus
program to guard against it.
The windows all had "Microsoft Internet Explorer" in the titlebar,
but they did not appear in my taskbar. They were not websites, but
message boxes with real buttons that did not (appear to) link to
any websites. I was given two buttons "OK" and "Cancel". I clicked
"Cancel", but was brought to websites to download those programs.
For instance,
this.
As my Norton AntiVirus program happened to expire, I renewed my
subscription last night. In the midst of renewing the subscription,
a website popped out, trying to sell me the program "Win AntiVirus
Pro" by comparing it against Norton AntiVirus.
After finishing renewing my antivirus software, I ran a full system
scan for viruses and spyware with Norton Antivirus, and then
another scan with Ad-Aware. Anything bad that was detected I had
them deleted/quarantined.
But today the funny window popped out again.
What is the problem?
Or is it that the spyware/virus was not effectively removed because
the scans were not done while the computer was in Safe Mode?