The problem is that Internet Explorer allows code (and malicious code) to run.
There is useful information here. http://www.spywareinfo.com/articles/hijacked/prevent.php
My view is that making Internet Explorer "safe" by turning off all the code related options is quite a piece of work. You could follow the instructions on the above link to do this, but I would strongly recommend downloading and switching to Firefox. Firefox is a very friendly safe web browser and its approach to code within web pages is very different to IE.
Pop U
December 2004