For no apparent reason, Yahoo Toolbar may become corrupt and automatically close Internet Explorer when it opens.
To fix this, go to Start - Control Panel - Add / Remove Programs
Select the Yahoo Toolbar, click Change/Remove
An Uninstall Yahoo! Toolbar box will open, click Yes.
This problem should now be fixed.
General rule of thumb, especially with Internet Explorer, if you don't use it, turn it off or uninstall it.
This is in no way saying that Yahoo has bad products or that the Yahoo Toolbar is malicious in anyway. It's just one of those things that seems to fix this particular problem 90% of the time.
One other note, if you are running Windows XP with Service Pack 2 (SP2) always check to see what malicious software and/or software that you may not need/want installed in Internet Explorer by going to Tools - Manage Add Ins.
And just click the add in and click disable. You can always go back in and re-enable it.
Too be even more secure in IE and prevent most, NOT all, spyware from getting into your system, if it's already in you need to clean that out first, and you don't mind loosing your Google Toolbar, Yahoo Toolbar, etc:
Go to Tools - Internet Options
Click the Advanced Tab.
Scroll down to and uncheck Enable Third-Party Browser Extensions (requires restart)
When it says requires restart, they just mean close and reopen Internet Explorer.