Today I have sent a little Ethereum to my address but it instantly transferred to another address. Later, I tried again sending 0.002 ETH and the same. It also transferred that same address instantly.
How to get solve this?
Immediately stop using this address. It is hacked. Just forget about it, and never send Ether into this - Ether will always get to the address of the attacker.
It's still kind of weird that the attacker didn't just steal the $500 worth of tokens.
As it's still unclear what exactly happened the wallet- and transaction-IDs might be helpful.
However
to prevent more damage I'd just start by creating a backup of my important data, wipe + reinstall my OS and afterwards change all passwords as a malware-infection is quite probable.