Suddenly some web sites pop up a menu that says: "Explorer User Prompt" then "Script Prompt." The site freezes and I have to disconnect from my ISP. Any help. Thanks.

Welcome to DAL,

Create a new folder in your C: Drive
Name it C:\HJT or HijackThis and move the HijackThis.exe file in it.
It's best for this tool NOT TO be located in your Desktop or in a TEMP folder.
This way you can undo any changes if something goes wrong

Download the new version of hijackthis here:

http://majorgeeks.com/download3155.html

Click scan and save a log file and notepad will open up with HJT inside. Copy/Paste into your reply. Thanks.