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

Disable the Script Debugger in IE (Line 142) - Win XP
http://www.kellys-korner-xp.com/xp_tweaks.htm

1. You might want to refresh your scripting engine:
http://msdn.microsoft.com/library/default.asp?url=/nhp/default.asp?contentid=28001169
or
http://msdn.microsoft.com/library/default.asp?url=/downloads/list/webdev.asp
Windows Script 5.6 for Windows 2000 and XP
http://www.microsoft.com/downloads/details.aspx?FamilyID=c717d943-7e4b-4622-86eb
-95a22b832caa&DisplayLang=en

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

(WinXP users who have problems with 2a and 2b, see
http://www.mvps.org/inetexplorer/answers_9.htm)

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
Scripting Errors When You View Web Pages in Internet Explorer after
Installing Office 2003
http://support.microsoft.com/?kbid=822521

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