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Go into the History and find out what date it appeared on and where it came from.
This sounds very much like a scam that used to be going around that stuck unsuspecting users with humongus phone bills.
I don't, off hand, know who's keeping track of this sort of thing but your local DA and the BBB might like to be told as well as any consumer protection agency you may have in your area.
Also, not to be rude, but your folks are doing something wrong with their firewall/virus protection or not being careful about what they click on.
The only way you can get rid of it for sure it to reformat and reload Windows so save everything you want and do it.
Under no circumstances should that connection be used.
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