Anytime Internet Explorer gets squirrely, the first thing to suspect is spyware.
If you haven't already, download, install,
immediately update and then run
Spybot and/or
AdAware. Read the help files to familiarize yourself with how they work. I recommend you use them both since each tends to find things the other misses. Let them clean up any spyware found.
Then, to be doubly sure, download and run
CWShredder. That site's been down due to DOS attacks but is back up, although rather slow.