First, a single spyware program simply isn't enough, no matter how many times you run it. You should add AdAware and Spybot to your list at a minimum, and possibly Microsoft's program while it's still free.
Are you up to date on your security patches? If not, go to the Windows Update site immediately.
Finally, IE is a rapidly sinking ship that you'd be well advised to abandon as soon as possible. The spyware problem of today is just the tip of the iceburg, and it's going to get a LOT worse in times to come. You should make the move to Mozilla Firefox or Opera ASAP. If you use Outlook Express, you should abandon it as well, post-haste.
When using IE, it simply closes. No error messages or anything. At one session on the computer, it closed 8 times! A few days before that, I'd get a message saying there was an error and IE had to close....did i want to send a report..blahblahblah. i've scanned the hard drive with McAfee, and I use Spykiller daily. I also use the spykiller pop up blocker. Any ideas what's going on?