this popup is worrying

From: tg (tonj@zdnetonebox.com)
Date: 10/31/02 

From: "tg" <tonj@zdnetonebox.com>
Date: Thu, 31 Oct 2002 21:01:42 -0000

I normally pride myself on having good control over my PC and tonight I left
my PC on and connected to the internet (56K modem connection) and left the
room for about half an hour. When I came back I had this: (screen-shot at)
http://home.freeuk.net/tonj/popup/popup.htm
on my screen. I don't mind saying I'm a bit shocked that someone could put
this on my screen. Getting spam e-mail and popup ads is bad enough but now
these things? I have a popup killer always running (Optie's Internet
Organiser Pro) and I delete all cookies every few days and run a virus scans
as well. What's worrying is it's not just an ordinary popup html page. It's
a Windows dialog box and it has an OK button and it was also set as 'on top'
of all other windows. I could not get rid of it unless I clicked OK. And I
have no 'Messenger Service' I'm aware of on my machine. My OS is W2K Pro and
I left my IE6 browser at www.cakewalk.com before leaving the room but I'm
sure cakewalk are not the kind of company who would associate with this kind
of thing.

1) what is it exactly and where does it come from? (yes I know it's an ad
for university diplomas)
2) how is someone able to put this on my screen?
3) how can I stop it from happening?

thanks for any help. 

--
to e-mail please use tonj@mickeyfreeuk.com taking the mickey out of my
address