it should only show up if you access an image file by a direct URL to the image itself: http://yourdomain.tld/image.png , you get a funny lil square with some arrows and a "thing" in the opposite corner aswell.
that's MSIE's standard way of dealing with image-type responses. Would you rather it attempted to download the image instead? =P
...So... to get rid of it... make loads of HTML pages with just <img> tags ^_-