What type of anti-virus are you using and when was the last time you ran a scan? Did you try doing a scan in "SAFE MODE
"? Have you performed any anti-spyware scans?
Also, are you using any 3rd party programs that may have locked your settings? Some security/firewall programs can prohibit your homepage from being changed. Symantec has such a protection feature and so do some versions of ZoneAlarm. It does not change the home page but instead prevents you from changing it to anything else. So whatever one chose for a home page prior to installing ZoneAlarm is stuck with that home page in Internet Explorer. In the freeware version there is no setting in ZA free to unlock the IE6 home page. Returning ZA to an older version or updating to the most current should resolve the issue.
Zone Alarm 6.1.744.001 (March 2006) allowed changing the homepage in IE.
Zone Alarm 6.5.722.000 (June 2006) prevents changing the homepage in IE.
Zone Alarm 6.5.731.000 (July 2006) allowed changing the homepage in IE.