You are likely to have spyware, diod you watch a ' film' that said download a 'codec'? if so you downloaded spyware.. try
Bleeping Computer Downloads: SmitFraudFix
this should clear everything,
If it fails you could try a free spyware remover like AVG Free Advisor: Installation files & documentation
but it is unlikely that its beter than smitfraud, and then it must just be a n option you have set, try to add an new desktop pic, to see what happens, let us know how it goes..