Go to Tools | Internet Options | Advanced.
Check the box to Disable script debugging.
Uncheck the box to Display a notification about every script error.

1. You might want to refresh your scripting engine:
http://www.microsoft.com/downloads/details.aspx?FamilyID=C717D943-7E4B-4622-86EB
-95A22B832CAA&displaylang=en
Windows Script 5.7 for Windows XP
http://www.microsoft.com/downloads/details.aspx?familyid=47809025-D896-482E-A0D6
-524E7E844D81&displaylang=en

2. Sometimes there's a corrupt file in the cache and one must go to Tools |
Internet Options and click Delete Files.

2a. Start | Run | Regsvr32 vbscript.dll

2b. Start | Run | Regsvr32 jscript.dll

3. Re-register all DLLs listed in http://support.microsoft.com/?kbid=281679

4.  See also
Error Message When You Browse the Web: An Error Has Occurred in the Script
on This Page
http://support.microsoft.com/?kbid=306831  (WinXP only)
Scripting Errors When You View Web Pages in Internet Explorer after
Installing Office 2003
http://support.microsoft.com/?kbid=822521  (IE6 only)

5a. IE Tools>Internet Options>Advanced>Browsing>Enable third-party browser
extensions (uncheck & reboot).

5b. Find the hijacker that caused 5a to be checked (or if none were checked,
check for hijackware anyway):

Dealing with Hijackware
http://mvps.org/winhelp2002/unwanted.htm
http://aumha.org/a/parasite.htm
http://www.mvps.org/inetexplorer/Darnit.htm

How to Troubleshoot Script Errors in Internet Explorer
http://support.microsoft.com/kb/308260