Like probably millions of others, you've just discovered that IE is a magnet for spyware. All kinds of spyware garbage can be installed on your system using the default security settings in IE, and that is the most likely cause of your problem.
The quick fix is to download a couple of spyware removal tools and let them try and clean up the mess. To keep from having to do this regularly, consider using a browser that's not such a spyware magnet like Mozilla or Opera. Also avoid using Outlook Express since it uses Internet Explorer to display messages and thus is a spyware magnet just like it's cousin IE. Mozilla has an excellent email app, and there are plenty of others out there as well.
Everytime I shut down computer I get Internet Explorer has performed an Illegal performance. After clicking ok a few times it does go away and finally computer shuts down but each time I re-start computer it goes through a scanning procedure. How do I clear this up?

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