This issue can be caused by any number of things. In Internet Explorer version 6 and higher there is an option under Tools>Internet options>Advanced tab. If you uncheck the box entitled “Enable third party browser extensions” and restart your browser you should see this behavior cease. This is most likely caused by something called Browser Help Objects, which run in every instance of IE that you open.

For more information about this please check out these links:

http://support.microsoft.com/?kbid=298931

http://msdn.microsoft.com/library/default.asp?url=/library/en-us/shellcc/platform/Shell/programmersguide/shell_adv/bands.asp