The usual cause: some add-on. Alas, you need to be able to run IE to access the manage add-ons functionality. That's a catch-22.
I'd start with trying a new Windows account. Most -if not all- add-ons are user dependent. If it runs OK in a new account, that's a confirmation of this cause. Then I see 2 options:
1. Use regedit to find out where the add-ons are registered and delete it manually.
2. Dump the old account as being corrupt and continue using the new account. The detailed procedure on how to copy content varies with the OS (XP, Vista, 7), so I won't go into that at the moment.
I started to experience this weird problem with IE, it shuts down upon a start up. I tried removing it, installing IE8, updating to IE8 and it still does it. At one point, I removed IE all together, installed IE8 and still the same problem. I have AVG (pro version) as my anti-virus and a hardware firewall. All other browsers work excellently.