Option 1:
Run Internet explorer with no add-ons. Though you have not installed add-ons it might have installed by itself as a part of malicious program. Many add-ons come from the Internet, and they usually require that you give your permission before they are installed on your computer. Some, however, might be installed without your knowledge. This can happen if the add-on was part of another program that you installed. Some add-ons are installed with Microsoft Windows. Steps to temporarily disable add-ons
Click on Start
Click All programs
Select Accessories
Click System tools
And then select Internet Explorer(no add-ons)
If the browser works fine after these steps, add-on may be causing the error.
Steps to determine which add-on may be causing the error
Open Internet explorer.
Click the Tools button, click Manage add-ons, and then click Enable or disable Add-ons.
In the show list, click Add-ons that have been used by Internet Explorer to display all add-ons.
Click the Add-ons you want to enable, and then select Enable.
Repeat step iv for every add-on you want to enable. When you have finished click OK.
or refer this
http://support.microsoft.com/kb/956196
or refer this
http://social.answers.microsoft.com/Forums/en-US/InternetExplorer/thread/3290c819-2431-4fde-848c-c2ad4e031ed5