Are you sure you don't mean Windows Explorer (i.e. Windows built-in file explorer program)? I've seen the issue your describing many many times in Windows Explorer, but never before for Internet Explorer.
In any case, does this happen with any other program on your computer, or just Internet Explorer? If it's just Internet Explorer, there a couple of things you could try.
A. Navigate to Internet Options from Control Panel. See http://www.homeandlearn.co.uk/BC/InetOpsIntro.html
if you don't know how to get there. Then select the advanced tab, and choose the reset settings option at the bottom right of that window. Then close the internet options dialog box, and try opening Internet Explorer again.
B. If that doesn't work, you should try uninstalling and reinstalling Internet Explorer, or updating your current installation. Depending on which version you have (ie7 or ie8) this process can be different. See the following two microsoft knowledge base articles for help:
Then, after Internet Explorer is uninstalled, and you've restarted your computer, you can proceed to reinstall the browser. Follow the link below to do so:http://www.microsoft.com/downloads/details.aspx?FamilyID=341c2ad5-8c3d-4347-8c03-08cdecd8852b&displaylang=en
Let us know if this fixes your problem.