Wierd msn page

Hi
There is a problem with the background of our monitor. My homepage is msn.com, and to the left side of the screen, there is a pull-out version that is stuck there. You can't delete it, and the web url, or any stuff that appears when you get on internet explorer isn't there. The page itself is there, but none of the other stuff.
Picture pressing F11 while you're browsing, except the tab, the name of the url, or any of the loading icons are not there, and you cannot maximise or minimise it. It is stuck on the left side, but you can pull it out so that it becomes your full background. It appears behind the desktop icons, and there are usable links on the page.
I have no idea on how to get rid of it! When you pull it back as far as it can go to the left, an inch of it still sticks out. I want it gone. Gone for good. Is there anyone who has a solution?

Actually I'm a bit confused if you mean within your browser or just sitting on the Desktop.

I'm going to go for Desktop

Start-->Control Panel-->Display-->Desktop (tab) -->Customize Desktop... (button) -->Web (tab)
Delete anything in there (by highlighting then Delete (button))

My Current Home Page isn't deletable. The delete button isn't clickable when you highlight My Current Home Page. I deleted two other items, though, but it's still there. And, yes, I am talking about my desktop.