It would be helpful to know what operating system you have, as well as what version of Internet Explorer you're using, but a general first shot is using IEFix. If that doesn't work, try reinstalling Internet Explorer. If you're using Windows XP, click here for instructions. If you're using a previous version of Windows, click here for uninstallation instructions, and here for a fresh download of IE. Also, as soon as possible, install an antivirus program. If you can't download one, use a friend's computer to download it, save it to a flash drive, CD, etc, then install/run it on your system. If IE lets you, also click here to run HouseCall, an online virus scan from TrendMicro.
Hope this helps,
P.S. Please don't type in all caps...in addition to making it hard to read, it's also considered shouting.
I HAVE AD-AWARE AND SPYWARE DOC, RUN NIGHTLY. EVERY TIME I'VE TRIED LATELY TO DOWNLOAD AN ANTI-VIRUS SOFTWARE, I GET A BOX TELLING ME IEXPLORE ERROR AND IT SHUTS DOWN INTERNET. I ALSO GET IT CONSTENTLY WHILE SURFING WEB. I'M ALSO RUNNING VERY SLOWLY. I AM JUST AVERAGE KNOWLEDGE (comp.) AND NEED BIG TIME HELP!!!!