Every time I close an IE site. A bubble pops up and states that DEP has closed IE for the computers protection. These bubble pop-up warnings slow the computer down and won't allow any further computer activity until I acknowledge & close the bubble pop-ups? There are two pop-ups...the first states that DEP has closed IE for protection purposes and the 2nd states that IE has had to close because of a serious error. Annoying to say the least.
You didn't state your OS. In XP, right click on "my computer" and select properties. Go to the advanced tab and click on the settings button under performance. Click on the data execution prevention tab and select turn on DEP for essential windoes programs and services only.
If this continues to happen I'd try updating IE as this shouldn't happen unless the sites you are visiting contain trojans or you have an infected add on installed in IE. You can try disabling the addons one by one to eliminate the possibility of one of your addons being infected.