I'm getting this message a lot when I close down my IE browser. Does anyone know what it means and how I can fix it? Any help would be really appreciated. Here's the message:

The instruction at "0x00f22bf2" referenced memory at "0x01b26680". The memory could not be "read". Click OK to terminate the program.

I have no idea what program I'm closing.

First of all let us know which OS you are using.
This problem normally occurs when the operating system does not allocate enough buffer for the maximum string length allowed. When the data is bigger than the buffer size the Winlogon service terminates and you will get the error message.

Try to get the latest Service Pack for your OS and I hope it will solve this issue.

Sorry I didn't give enough info. I'm using an HP Compaq computer and running windows XP SP2 with IE version 6. Hope this helps you to be able to answer my last question better

Try running a Memory test.
MemTest for Windows Download Page