about:blank spy/adware

I think I may have some sort of spy or adware.  My 2 yr. old Dell Dimension 4700C runs horribly slow.  Something I know it shouldn't do.  I do use McAfee virus protection and I think that may have something do with it.  I have minimal pictures and what not.  Everytime I close out of Internet Explorer is takes a few seconds to exit and then it shows 'about:blank'.  I googled it and it seems to be some sort of !  I don't know how this happens.  Does anyone have any knowledge or similar problems of this?

Thanks