While in the internet and when I close out of the internet I continue to get this message

Runtime Error!
Program C:\ProgramFiles\InternetExplorer\Iexplore.exe

Can anyone help me in getting this corrected so that I can work on the internet without interpution?

1. Download and run Firefox to protect your from future spyware attacks and pop ups which are coming in through internet explorer (Trojan downloaders, win32 ) .Then update your windows through Firefox
Security News from the net: spyware fighter essentials

Also install internet explorer 7 which is now free for everyone oct2007
Security News from the net: Internet Explorer 7 available now to All Users
This should stop 50% of the spyware and popups attacking your computer

2. Run the vundo and combo fix
Security News from the net: vundofix and combo fix

3. Run the anti spyware remove programs spybot
Security News from the net: Spybot search and destroy spyware and popups

And superantispyware
Security News from the net: SUPERAntiSpyware Home Edition (free version)
To get rid of the nasties

4. Run a free online virus scan to be sure you computer is virus and spyware free.
Security News from the net: Online virus scan

5. Get the clean up tools to clean up the spyware from your temp folder (the place they are stored when downloaded by internet explorer)
Security News from the net: Clean up tools to prevent people from tracing your internet surfing