My first guess would be spyware or a retro virus.
I’ve seen several that will close IE when you go to download.com for example. This may be a more extreme simplistic example.
Not to say that I’m right, but I trust my sense of paranoia most of the time.
Go to another PC with a CD burner, and download stinger (http:vil.nai.com/vil/stinger) and also download Spybot Search & Destroy and HijackThis from www.download.com. Then burn the CD and put it on the suspect PC to clean it
If that doesn’t work, then please write back with more details. I don’t promise that I’m right, but I can assure you that this approach has worked well enough that I spend my own time doing it first.