more than cookie installed by unknown in my browser

Something resides in my computer either cookies or something cache in my computer, so that everytime I go to www.facebook.com it gives a blankscreen saying as follows:
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The requested Web page has been blocked by your system administrator.

Please contact your system administrator for further information.
===
I asked facebook, they said that I should clear all cookies and cache using the tools and clear private data. I did clear all cookies, password, cache... but problem remain. I even uninstalled firefox and reinstall the message still there...
The funny things are that all yahoo mail advertisement and yahoogroups.com show also the same message above.

So my conclusion is that this is problem with something has enter my computer and reside in the browser...

Pls help because I cannot access my facebook account and it seems everytime I used yahoomail accessing my mail box I saw the same message below as advertisement:

===
The requested Web page has been blocked by your system administrator.

Please contact your system administrator for further information.
===

regards, rudi rusdiah - <email address hidden>
note: I am afraid that if the problem is solve... whatever is in my browser could do something to other website like yahoo mail and yahoogroups... and also it may also stole any important information such as password...
Now the problem is that I cannot access my facebook and everytime I used my yahoomail... the advertisement is now contain the above strange message. I think this is a new form of dangerous cookies/cache or malware troyan virus reside in my computer. I used both Ubuntu and Windows XP... both are infected now.