Instead of clicking on the icon, go to start>all programs>Internet Explorer.
If the problem goes away, just delete the icon that you were using before and create a new shortcut.
to do that, go to start>all programs> and (RIGHT click) Internet explorer. You'll see an option to "Send to"
Click on that and select Send to desktop (Create Shortcut)
If the problem doesn't go away, you might have to install IE again.
Heres the direct link for IE8
http://www.microsoft.com/windows/internet-explorer/worldwide-sites.aspx
If all else fails Firefox:
http://www.mozilla.org/
hope that helps, and don't forget to rate