What are your settings for "tabs"?
I have mine ticked on enable tab groups and only open the first home page when ie starts.
This may help..
Screenshots of IE 9 on my PC.
1) Even I select don't use recommended settings and click OK...than also it ask me again next time I start IE. I think here is the problem it don't accept my "don't use recommended settings" when I tick and click OK..... :PScreenshot 1
2) The screenshot of the extra tab.Screenshot 2
3) General Tab screenshot of which Is empty and no homepage is selected.Screenshot 3
4) I have selected the option open only homepage when IE start...still it seem to behave on its own and again same two tabs are opened when I start IE.Screenshot 4