That's spyware all right. No question about it. The "sexthe.net" is a dead giveaway. Looks like a browser hijack.
I don't know what specific spyware version it is, but here are a few things you can do:
1) Get
AVG Anti-Virus AND Anti-Spyware. They're both free, and if the spyware was distributed via a trojan horse (as I suspect), it should catch it.
If AVG doesn't kill it, and it usually will, try
Ad-Aware. One of the two (AVG or Ad-Aware) will get rid of at least 99% of problems without recurrence.
2) Empty out your temporary Internet files. It doesn't fully explain why you see the behavior in both Internet Explorer and Firefox, but it's a good habit to get into.
3) Get a copy of
HijackThis! It's
not for the newbie, but if you have some degree of tech-savvy, HJT will let you know what types of things are tied into your browser installations and what types of running processes you may have.
Some of them are good, and some bad. If you don't know what something is...
ask before you delete it (ideally, post your HijackThis! log). This is a terrific program if used properly, and a complete disaster if it isn't. So tread lightly.
4) If you're running XP, go into Start-->Run, and type in "msconfig" (without quotes). There's a Startup tab across the top. Pick "Selected Startup", and uncheck things that you don't recognize. It's a pretty easy tool to use and you probably won't do much damage with it (if you're careful...remember, if you don't know what something is, don't kill it.)
One of these four things should take care of it.