ill write my experience in this problem till now and this may guide you to the solution or even to know the cause
i have got this problem too when i close the internet explorer page
i have the IIS installed in my computer
but the new information is that i have removed the internet explorer from the add or remove windows components because i am using netcaptor
and this problem never appeared except with the internet explorer when i go to mail from the link of the msn messinger because this is the default browser for msn despite i removed it
my trial was that i re-added the internet explorer again from the add or remove windows comonents and then i opened the e-mail again from the messinger link and when i closed the internet explorer i had no error messages
so may be this is the solution