go to system restore point and restore ur system to early point, or try this
Basic IE troubleshooting always begins with clearing your temp files, cookies, and browsing history. To access your internet options go to your control panel and double click the icon labeled "Internet" options. Click the appropriate buttons to clear those items and try to load the program again.
If you are using IE 7/8 you can try to run the program without loading any add-ons to see if one of them is causing the problems. To do this, click Start -> All Programs -> Accessories -> System Tools and then click Internet Explorer (No Add-ons).
(You can also load IE without add-ons by clicking START --> RUN and then typing iexplore.exe -extoff)
If those don't work try to re-register IEPROXY.DLL by clicking START --> RUN and typing regsvr32 IEPROXY.DLL and then clicking OK.
When IE dissapears does IExlorer.exe show in the task manager's list of running processes?
Have any toolbars or new sofware been added recently? If so and you are using Win XP you may want to try a system restore to a previous point before the changes were made or uninstall the toolbars completely. Also disabled all Pop-Up blockers to see if that has any effect.