You may be infected with malware.

Do a malware check with some malware scanning programs.
You need to scan with all programs because each program detects different malware.
Make sure that you update each program to get the latest version of their databases before doing a scan.

• http://www.malwarebytes.org/mbam.php - Malwarebytes' Anti-Malware
• http://www.superantispyware.com/ - SuperAntispyware
• http://www.microsoft.com/windows/products/winfamily/defender/default.mspx - Windows Defender: Home Page
• http://www.safer-networking.org/en/index.html - Spybot Search & Destroy
• http://www.lavasoft.com/products/ad_aware_free.php - Ad-Aware Free

See also:

• "Spyware on Windows": http://kb.mozillazine.org/Popups_not_blocked
• https://support.mozilla.com/kb/Searches+are+redirected+to+another+site

If using the above listed scanners does not fix it or if you are blocked from installing those scanners then ask advice on one of the forums that specialize in malware removal mentioned in the Popups_not_blocked article.

Thanks very much for taking the time to help. It was so useful, very easy to follow and everything is working fine now. Once again, many thanks.

You're welcome.

Can you tell which malware had caused that problem and which program has removed it?
It helps other with the same problem.

Yes! After a lot of scanning with various malware scanning programs , I finally found a tool that can detect and delete this malware infection.

The system is infected with malware family Rootkit.Win32.TDSS. The infected file on my system is: C:\windows\system32\DRIVERS\WudfPf.sys

It was possible to disinfect the system using the utility TDSSKiller from Kaspersky Lab. For information on the utility see this website.

1. Download the utility TDSSKiller
2. Open the utility and press the 'Start Scan' button. (scanning time is probably around 10 seconds)
3. When the Rootkit.Win32.TDSS.tdl3 infection comes up, choose 'Cure' and press continue.
4. The utility will ask you to reboot, so reboot you computer
5. Test if the problem still occurs in Firefox.

For me, this has solved the problem.