Sounds like the root kit virus they got beat up over a while back. Never had the problem myself, but I think most of the major spyware programs have cleaners for it. Might be something to check out.
I was thinking of ordering Season 2 soon, but now feel more like keeping it in the Wish List...
Dexter S1 did contain Sony ARccOS (also only on disc #4). While that is harmless, I should have been warned enough to handle the S2 discs with caution. To prevent the SecuROM experience of S2, you just have to avoid Autoplay while inserting disc #4, either by completely disabling it, or by holding down the SHIFT key while inserting the disc into your drive.
The other thing, which is even more sad, is that I probably would have bought the Dexter DVDs anyway - I just like the show too much.