Start IE without Add-On, does it still do it?
Start -> programs -> Accessories -> System Tools -> Internet Explorer (No Add-Ons).
If it work OK that way (sites may not work well, but shutting down may) there is a problem with some add-on. This can be a legitimate program, or some malware.
Make sure you do a virus scan, and a malware scan (great freee anti-spyware available at http://www.malwarebytes.org/mbam.php)
You can disable add-ons a few at a time inside Internet Explorer to discover the problem if scans do not fix it.
IE -> Tools -> Internet Options -> programs - manage Add-Ons
Astrophel at capitaltechmd.com, February 2009