There's one program to make the whole diagnosis easier.
Go to
http://www.spywareinfo.com/~merijn/downloads.html
Get HijackThis!, run a scan, and post the results. It sounds like you have some nasty stuff stealing your bandwidth, and the browser closing issue could be either a side effect of something, or a purposeful annoyance. Either way, post up the results, we'll kill some stuff for ya :P
-Septfox