Particularly since you're using Internet Explorer, which is generally unsafe for any amount of use, is check for any sort of malware infestation. Many times, error messages like this are a sort of early warning sign of a malware problem on your system.
Whether or not there is a malware problem, and after you've cleaned it up if there is one, you should really give thought to moving yourself to a different browser. You have three major choices for a non-IE based browser: Mozilla Firefox, Opera, and Safari. There's one use for Internet Explorer... It's a calculated risk, but downloading of new security updates via Windows Update should be the ONLY time you use Internet Explorer.
I have just installed a new Canon MP460 printer/scanner, I don't know if this is causing the problem.
Each time I open Internet Explorer I ge the above error message box, inside the box is the following.
Programme:C:\Program Files\Internet Explorer\EXPLORER.EXE
If I ignore and go right on into I.E. nothing happens, but if I click the OK in the box I.E. drops out.
At the moment it is just a nuisance but could problems develop?
What could be causing this error box to appear?
Cheers, KiwiEduardo
Chowhound
Comic Vine
GameFAQs
GameSpot
Giant Bomb
TechRepublic