This sounds like adware. If a McAfee scan isn't picking up any problems then do you have any extra toolbars installed? If you do, try uninstalling or disabling them.
What is your operating system, and which browser(s) do you use? If Internet Explorer, look in the Add-Ons section to see what's there.
There are a number of different tools which might help here (McAfee, Microsoft, and others - Spybot, SuperAntiSpyware, HijackThis) but the standard fallback is Malwarebytes. Running it won't do any harm, and might get rid of the problem. Try that first.