I had the same problem, and I noticed that the web address had changed from www.msn.com to a long one... as if a hijacker had taken over. So I reset the home page to the exact address, closed all Internet Explorer windows, and then started IE again - problem was fixed. I think it might have to do with a hijacker, adware or spyware - I am now running tests for all of those. Hope this helps!
I use msn.com as my home page. It has a blue background. When I use it as my home page it has a white background.
When I change my home page to something else and then acess the page the background is blue.
My OS is Win2000 Pro and using IE 6.0