IE closed when clicking on an external link

[rik]

I think that the Reverend is knockin the nail on the head there...to follow that up:

Quit all programs that are running ( you can leave this page open )
Click the Start Button ( normally at the bottom left of your screen ) and then click Run.
Put regsvr32 urlmon.dll into the little box ( use highlight, copy and paste ) and then click OK.
When you receive the "DllRegisterServer in urlmon.dll succeeded" message, click OK.
If this does not resolve the problem, repeat steps 2 through 4 for each of the following files:

Run regsvr32 Shdocvw.dll
Run regsvr32 Msjava.dll
Run regsvr32 Actxprxy.dll
Run regsvr32 Oleaut32.dll
Run regsvr32 Mshtml.dll
Run regsvr32 Browseui.dll
Run regsvr32 Shell32.dll (Windows XP and Windows 2000 only)
Then reboot your computer. If that doesn't work then read the full story from Microsoft