Internet security warning

Hi My pc has suddenly started popping up security alerts, especially when I go onto ebay. This warning pops up

The current web page is trying to open a site on the internet
Do you want to allow this


Current site ebay.doubleclick.net
Internet site C\WINDOWS\system32\shdoclc.dll

then options YES NO

There is a yellow shield with an exclaimation mark
and a further warning

Warning allowing this can expose your computer to security risks. If you dont trust the current Web page choose NO

When I go to choose no and close it down it pops back about ten times before the page finishes loading. It's driving me crazy. Can anyone here help me find a solution?

 

ebay.doubleclick.net seems like an advertising site. Which browser are you using? IE, opera, or firefox?
If you have spybot S&D or ad-aware SE try scanning your computer for spyware first.
Oh yeah, which security program on your computer is popping up those security alerts?
Can you post a screenshot of the security alert that popup?

 

Also...If you use Spybot-SD and use the IE- Resident, it automatically blocks
the annoying "doubleclick" Advertisment site.

Use teatimer with it too!