I managed to clear up most of its effects by restoring the original settings (system restore), then I ran: McAffee anti-virus (found a few infections), Trend Micro Homescan (found nothing), SUPERAntiSpyware (found many tracking cookies, but no viruses/trojans etc.). Finally, I ran Hijackthis, but did not see anything suspicious.
The bottom line: all tools at my disposal report a clean bill of health, but the Internet Explorer 9 starts up by itself (and restarts a short while after I kiil in through the Task Manager), occasionally an audio plays from some unknown location, and once in a while McAffee tells me that it blocked an attempt to connect to an unsecure site (never happened before).
I have Windows 7, 64 bit installed on my Dell All-in-One machine. Any advice is greatly appreciated.