Note that many websites have their own advertising, unrelated to adware.
IETray is a search sidebar hijacker pointed at search-aide.com, implemented as an Internet Explorer Browser Helper object.
When other search engines are used, it occasionally opens a pop-up alert window encouraging one to use the (now hijacked) search sidebar instead. ("For faster web searches press F9")
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It is currently unknown where IETray comes from.
Their site is no longer active.
Open a DOS command prompt window (from Start->Programs->Accessories), and enter the following commands:
regsvr32 /u IEMsg.dll
Next, open the registry (click 'Start', choose 'Run', enter 'regedit') and find the key HKEY_LOCAL_MACHINE\Software\Microsoft\Windows\CurrentVersion\Run. Delete the entry 'CSRSS' pointing at 'csrss.exe'. You can also open the key HKEY_CURRENT_USER\Software\Microsoft\Internet Explorer\MenuExt and delete the entries '&Define' and '&Search the Web'.
Restart the computer and you should be able to delete the file 'csrss.exe' from the Windows folder, and 'IEMsg.dll' from the System folder (which is inside the Windows folder, called 'System32' on Windows NT/2000/XP). You can also delete 'ERS_DEF.HTM' and 'ERS_SRC.HTM' from the Web folder (inside the Windows folder).