Most of the time i open a new IE window, it will appear ILLEGAL OPERATION and close the window when i try to visit a website..... Why? How to solve this problem? Thanks for helping...........

Let's try this first:

Go to > Control Panel > Add remove programs > Add/remove Windows Components > un-tick Internet explorer in the list (this will un-install IE) > click next and come out of that window. Then go back in and put a tick back next to Internet Explorer (this re-installs a clean copy). Click next and exit out of Control Panel.