I am having the same problem (it just popped up now while i was typing). I've looked all over and have found no solutions. The message pops up when I'm not even connected to the internet or using explorer at all.
In the last few weeks I have started getting IE messages saying "Internet Explorer has stopped working". (This is IE 8.) But IE has not stopped working. In fact, I'm posting this right after receiving the message, and it is working fine. Furthermore, when I tell it to close IE, it does not do it. This has happened on two different computers. Can anybody tell me what is going on?