How Can I remove porn site from my computer

From: Virginia (anonymous_at_discussions.microsoft.com)
Date: 01/31/04 

Date: Fri, 30 Jan 2004 21:06:40 -0800

When I right click, while internet explorer is open I get
the guide which starts with Back and ends with Properties.
Just appove properties, I have a short cut/ connection to
a porn site that my friend apparently installed while
using my computer. How do I remove this from that
particular menu function. I have already tried deleteing
cookies, files, and history and even done a complete
search of my computer using the key words that describe
the shortcut. Do you have any suggestions

A frustrated computer owner