Do a malware check with some malware scan 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 the database 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 and Searches are redirected to another site

Opening in the side bar is the default for bookmarks that are created via a link or button on a website.
You can check the Properties of a bookmark via the right-click context menu in the side bar (Ctrl+B; Cmd+B on Mac).
In the Bookmarks Manager (Bookmarks > Show All Bookmarks) you can click the More button in the Details pane at the bottom right.
Make sure that "Load this bookmark in the side bar" is not selected.