Internet

Hello,
On my Dell computer at home it is starting up with a message saying that our windows family protection is not on. It is giving me an option to download the family security. Now when i click on to enable the program or download through the internet it goes on to the website and the furthest it have gone is the dialog box asking if i want to run, save or cancel, i mange to press save then internet disconnects completely n returns to my desktop. i have tried to load our internet up it goes on to our browser for about 30 secs and just clears down to our desktop. i have had a look on my add and removes and i don't know what i should remove or not. In the pass i have had a problem through my messenger where i was getting sent x rated links from my friends and also my friends were getting them from me when i wasn't signed. i think that has been sorted as i have changed my password and they have seemed to have stopped. Do you think this has got anything to do with what is happening to my computer now. Please help!!!!!

Thanks
Charlotte