This could be the result of spyware or a virus, but it could also simply be a matter of IE getting corrupted. Have you tried a repair on IE via add/remove programs?
Also, you could schedule a disk check to verify integrity of files. If these fail, you could try a Windows repair with your install disk, as it may be corruption in Windows beyond just IE.
There are links in my signature for all what you need to help check for spyware and viruses.