I'm not the expert many AW people are, but this suggests to me that Internet Explorer may be the target of some malware written especially for it, and that it's attempting to open other pages or programs in addition to what you want it do to. As the most-used browser, a fair number of viruses and that sort of ugliness are crafted specifically to work with it alone. If you don't get this when you use your usual browser, it makes sense.
When it happens, try hitting Ctrl-Alt-Delete all at once, then select the tab Processes. This tells you the names of all the programs running and how much of your CPU's memory each one is claiming. You can click on MemUsage to sort them in order of usage and see what, besides Internet Explorer, is eating up your computer's resources.
Copy down the names of any processes you don't recognize which have high usage demands, and I bet someone here can tell you if they're legitimate or not.
Meanwhile, it's wise to be sure your antivirus and other protective software are up to date, and to run a full scan.
Maryn, whose browser is using 210K, word processing 33K, and something no doubt Microsoft using 43K (MsMpEng.exe, whatever that is)