Problems with Privacy Settings in Internet Explorer

My laptop is using IE6. It does have anti virus and firewall and blocks 
pop-ups. The problem is that each time I go online or restart the laptop, the 
privacy settings in the Internet Options, changes to accept all cookies. And 
it automatically pops up some other website windows even I set those sites to 
be restricted. That happens everytime. I have tried to clean out all browsing 
history and use the spybot.com program to remove the spyware and adware that 
is on the computer. None of this has helped. How can I stop the privacy 
options from changing each time? And yes I change the Internet Options under 
privacy tab to "high" then press "apply" before leaving the
Internet Options. 
Once I go onto the internet...it changes again. Really appreciate your help!