Click Start, Go To Run, Type in "Regedit" (without quotes)
Find The left pane of the regedit window, and find HKEY_LOCAL_MACHINE
open that folder, and find "Software" and open that. Find Microsoft, Open It.
Find "Internet Explorer" and open that. Find Main, And click it so that it is highlighted.
Now On the Right Pane, Find "Start Page", and make sure it is set to what you want. The "Local Page" Value May have an impact also.

I had this same problem, and this is the fix that I used.

I forgot to mention, that the Default_Page_URL Value Might Be There, And need to be changed also.

Thanks for your reply but now I still have the same problem in my Registry. I changed the values for "Start Page", "Local Page", & "Default_Page_URL but when I close the Registry the value for "Start Page" returns to "about:blank". The Local & Default stay as I changed them.

I'm assuming you have administrative rights to the registry and so forth. So my next guess is that there is a program (exe) or a dll of some kind (or a hot bar) that is making these changes. If you load task manager, look for something that is running (in the process) that is out of place, and terminate that process. You might be able to change it then.

I have had similar problems. You can try uninstalling internet explorer, and reinstalling it. In settings control panel add remove software, window components. uncheck explorer and hit next. After it uninstalls, do the same as before but check internet explorer and reinstall. This seems to work with most explorer issues. This will not delete any favorites you may have.