Download and follow the instructions for "IEFix" - a general purpose fix for Internet Explorer (Win 98/ME/2000/XP):

Note: Else, some of the core Internet Explorer ".dll files" may not be correctly registered or need registering. First, verify the exact path of where the Iexplore.exe file is found and used as noted for the "Primary. . ." example. Second, click Start, Run, type exactly "Primary Hard Drive Letter:\Program Files\Internet Explorer\iexplore.exe" /rereg, and then either click OK or press Enter.

a. Registers Urlmon.dll, Mshtml.dll, Actxprxy.dll, Oleaut32.dll, Shell32.dll, Shdocvw.dll, [Q281679].

b. Refreshes Internet Explorer using IE.INF method. Note:

"Unable to Install Internet Explorer 6 on Windows XP (Q304872)"

"How to Reinstall or Repair Internet Explorer and Outlook Express in Windows XP (Q318378)"

c. Initiates "SFC /Scannow" (Win2K&XP), [Q310747].

P.S. If the above does not fix the anomaly, then you need to furnish a lot more information concerning what programs you're using as well as the URL for sites which depict this type behavior.