I had the same problem, and being annoyed (to say the least), I sent error reports to microsoft everytime it happened. Of course they had no idea, and suggested I re-download my anti-virus, (eset). That did nothing, and I kept sending reports driving microsoft crazy... Hehe!! Then something really bad happened, and I crashed my whole computer (not related to this problem - A printer... Another problem another story at another time (Ha!). But with every bad, there are sometimes good. I was not crazy with the manufacturing configurations that were put into my computer, and decide to start anew, (good way to get rid of a lot of junk that was transferred from my old computer. You can put a lot of crap on and hang on to it for no good reason, except, ''just in case''). I digress... Putting in a ''fresh'' Explorer in did the trick. Afterwards I was talking to a computer tech buddy of mine, (sure always after the fact, LOL), and apparently with your ISP doing upgrades, or whatever kinds of silly things they might do on the service on their end can give little wacks on your Explorer, which eventually build up enough to mess up Explorers configurations. So if I may suggest, give a call to your ISP tech, and get them to talk you through ''cleaning up'', your service device - this can be done on the phone with no problem or CHARGES. If not take you Explorer completely out of your computer, (just remember to write down all the URL'S you want to keep from your favourites, and you address book, and any files you might have been holding onto in your e-mail box copy them to a temp. file on your hard drive - better safe than sorry. I know it sounds like a lot of trouble but it is better than beating your head on your keyboard, trying to get an open URL closed and possibly having to reboot just to go back to the same problem.
Sure hope this can help you... Best of luck.