internet options

It would help if you were to at least hint as to what you are using for a browser.

Yes, it could well be a virus, maleware, ... Have you tried running any scans? The most effective way to run your scans is in safe mode.

I am running Windows XP media edition.
I use Yahoo as my internet page
It was working last week, I just noticed
it wasn't working in the last several days.

You browser is what you use to go on line, like Internet Explorer or Firefox. What are you using?

oh sorry, windows internet explorer 7

Have you run any scans for infections? If so what have you used, and did you run them in safe mode?

If you have not, I would suggest that you download and run the following utilities in safe mode, it is important that you do run these is safe mode.

Spybot Search and Destroy

Adaware

Asquared

When did you upgrade to IE7?

I have the same problem. I've been running ie 7 which I've installed a couple of times. I run the provided CA anti-virus and removed some viruses in java manually by getting to the cache through control panel but not the java control panel. I've since removed JAVA, which also would not let me open it's control panel. Since I've done that I have run ad-ware and the CA anti-virus and they don't show a virus now, but when I click on internet options in tools on ie7, it flashes and then won't come up. Firefox seems to be working ok now, though.

You might also consider a "System Restore" to a time when everything was working fine.
Giddyup