This tab has been recovered

I posted this in the Malware section but don't think it necessarily belongs there. I use IE8 and XP. It happens every time I try to play this game called Text Twist on MSN but it has also shown itself in other situations as well. A search engine called Dogpile and my email service at rock.com. I got my email service working but am wondering what is causing it. There are a lot of folks complaining about it with lots of different methods being suggested.