Infection with malware might be a cause.

Moderator Bob Proffitt's Anti-parasite suite is a good starting point for a healing treatment. Everything is free, but you might have to use google for recent download places. Read http://reviews.cnet.com/5208-6132-0.html?forumID=32&threadID=1313&start=0 and be sure to run all the tools.

If you're sure you're clean you must be more specific about when you get the message. 'Constantly' isn't very informative.
http://www.google.nl/search?hl=nl&ie=UTF-8&oe=UTF-8&q=explorer++98+%27illegal+operation%27+site%3Asupport.microsoft.com&btnG=Zoeken&lr=
gives 105 hits on the Microsoft Knowledge Base (a lot of them will be about Internet Explorer). It might be that one of those is applicable in your situation.


Hope this helps.

Kees