What it is, is a special bit of instruction inside the processor that is designed to keep things like viruses from being able to access the hardware by allowing the OS to shut the process down at the hardware level. At least in theory.
It's frequently triggered by buggy drivers and quite possibly some ActiveX control installed in IE. So, start by running IE with all add-ons disabled, and if that solves the issue, start enabling them one by one until the red headed stepchild reveals itself. Or just don't use Internet Explorer and save yourself a world of potential headaches.
What does this mean? and what do I have to do to remove it? Because everytime I try to click on a link or something like that it comes up and closes the link.

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