Hi,
This is often caused by another program- possibly malware- possibly a
legitimate program.

Start with BHODemon 2.0: http://www.definitivesolutions.com/bhodemon.htm
Disable any installed BHOs to see if one of them is causing the problem.

Then, download and run CWShredder, Ad-aware, Spybot.
See: http://mvps.org/winhelp2002/unwanted.htm
Also note the security tips and other important information on that page.

Additional information at:
The Parasite Fight http://www.aumha.org/a/quickfix.htm
More security tips at http://www.aumha.org/a/parasite.htm
Bugs, Glitches & Stuffups: http://www.mvps.org/inetexplorer/Darnit.htm

If unsuccessful with those programs, you may have to post a HijackThis log
for analysis. Start at
http://forum.aumha.org/viewtopic.php?t=4075 Then go to
http://www.aumha.org/a/quickfix.htm Work through the preliminary cleaning
steps then post a HijackThis log to the forum at
http://forum.aumha.org/viewforum.php?f=30

Be patient. It's a busy forum at times.

Or...
A legitimate program running in the background may be causing this. Disable
(for diagnostic purposes) programs such as pop-up blockers, security,
toolbars and other add-ons for IE, anti-virus, etc. Take a look at any
program that might be interfering with IE. You may have to reinstall, or not
reinstall, a program.

This (lengthy) troubleshooting process may help:
276393 - Understanding and Troubleshooting Unrecoverable Errors (Faults) in
Internet Explorer: http://support.microsoft.com/?kbid=276393

Hope this helps,
Don
[MVP- IE/OE]