Try this... it seems to help with IE shutting down.
Right click on the Internet Explorer icon on the desktop, and choose properties. When that comes up, Click on the Advanced Tab. Uncheck the option that says "Enable third party browser extensions (requires restart)", then click OK. It should allow IE to run okay.
If that fixes it, then you've probably got spyware. I'd suggest following this action up by running Spybot and Adaware.
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since Dec 2003