Depending on what version if IE you are using, I have found a solution not well documented..
For IE7 and IE8, use the / Advanced \ -> [ Reset ...] button to clear all settings. If this fails (like mine), use the following:
IE6, IE7, IE8 (Manually):
Reset all zones to default settings *
Reset privacy settings to default
Reset Advanced settings to default **
Close all IE windows
Reinstall Windows Scripting Engine 5.6
2000 - XP:
Windows Scripting Engine 5.6 Reinstall
Server 2003:
Windows Scripting Engine 5.6 Reinstall
-- I'm guessing there is another procedure as I can't find the reinstall for Vista or 7....
Provided you don't have a spyware blocking you, these should help.
However, you might try
Microsoft's MRT to remove blocking spyware. (Full scan, takes a long time, and doesn't search for much.
Good luck. This has helped my situations (where all other solutions failed.)
* You might consider disabling Java if not needed, there have been a few Java viruses lately.
** For system safety, I recommend turning back on 3 items after resetting Advanced settings.
- Turn off 3rd party extensions
-- This disables toobars and hidden routines.
- Turn off Reuse windows for launching shortcuts
-- This is helpful for technicians only. Shouldn't affect normal users.
- Turn on empty temp files on exit
-- precaution against spyware installing on boot.
Happy hunting.