Malware is the most likely cause of your problem. I won't duplicate the volumes of good advice on dealing with this issue that's been posted here, and elsewhere on the Internet, so use your search engine of choice to track it down.
I will just add that malware is an ever present threat to ALL versions of IE from IE3 to IE8. You would be well advised to seek out a non-IE and non-IE based browser. Current choices include: Firefox, Seamonkey, Chrome, Opera, and Safari.
When I first boot up I get a blank internet explore page that takes task manager to close, except in ie8, I just have to reboot. To get out, what might be the cause of this....

Chowhound
Comic Vine
GameFAQs
GameSpot
Giant Bomb
TechRepublic