Do I know exactly whats happening no,but it is likely third party software,spyware or viruses.
Scan for viruses and spyware on pandasoftware.com and houscall.trendmicro.com
start and run and type inetcpl.cpl and click ok ,delete cookies files and clear history and click settings and view objects and remove all the downloaded program files.
click connections tab and lan settings and make sure no proxies selected.
advanced tab and uncheck enable third party browser extensions.
download update and run microsoft antispyware and spybot search and destroy.
test if ie stays open in safe mode with networking.
try those steps and post the results, if you have viruses how much spyware found etc.
does ie stay open in safe mode with networking.