A while ago I checked the option in IE's settings to always ask for 1st party cookies.
So then as I'm working (no browsers open) I started getting dialogue boxes about sites that I've never been to wanting to save cookies, and also some script warning errors. I ran scans using every AV I could get, and they didn't find anything, so I kind of forgot about it.
But then today I installed IE, and before long my history is full of pages I've never been to.
My current AV (Security Essentials) says there's nothing untoward, and a quick look through the list of running processes looks fine.
What's the next step to work out what's going on?
I'm running Windows 7 x64.