We can't hope to suggest what is happening based on soooo little information!
Tell us a little about your system specification, CPU, RAM, etc. ?
What Operating System are you using ? is it up to date ?
Have (or did) you have another AV installed in this system, if so what and how did you get rid of it ?
What other security based software do you have, e.g. Spybot S&D (TeaTimer), AdAware (AdWatch), SpySweeper, PrevX, WinPatrol, ProcessGuard, etc. ?
What is your firewall ?