last year there was a malware java script doing the rounds. It added it's self to an *Index* .html file. which caused this to happen. If your website had been compromised you would see the script in the html file.
I've checked mine and can't see any script!
Also in your logs you would see
http://yoursite.whateva/http://anothersite.whateva
I have seen these as latest visitors in my logs recently.
This has also been noted in the security related thread of thinkbroadband.
Edited by andy_capp (Sat 31-Jan-09 15:50:17)