funky,
What the other users have said is correct but I want to add this clarification.
Spybot can lock the Home page as well as prevent changes to the host file. These options will be found under the Immunize tab.
You definetly have spyware on your computer. What you need to ascertain "Is my home page changing or am I only being redirected?"
What browser do you use? In OE, look under Tools/Internet Options. You should see what the Home page is set tool. If it is set to a page you WANT, but are sent to another page, then you have a "hijacker trojan"