The message is a red-herring, and whatever it's doing, it's incorrect.
Are you running from a shortcut? If you are, locate "iexplore.exe" and re-create a shortcut on your desktop or wherever you want the shortcut to be. (By default, iexplore.exe is found in
C:\Program Files\Internet Explorer\iexplore.exe). I believe that this is a problem with the shortcut.
Here's a support page where people are asking the same question:
Internet Explorer is currently running with add-ons disabled