IE won't close in background.

I just recently started having problems with my IE. I don't know what
version it is, but it is definantly not IE7. The version of Windows I
have is XP. My problem is that recently, I came back to work and had
all sorts of troubles such as not being able to open "my computer" or
"control panel". I started messing around in task manager and as soon
as I deleted "iexplore.exe" in processes, everything that I had been
trying to open popped up. Now if I don't delete that, the same thing
happens, so everytime I want to open up a program, I have to make sure
that "iexplor.exe" is deleted. I also have to do the same thing if I
want to get on the internet. Another thing, since that has happened, I
cannot open any links on the internet. Say I'm checking my mail; if I
click on the link to open up a certain piece of mail, the whole
internet freezes and I have to close out the internet using task
manager and then delete "iexplore.exe". I don't understand why the
"iexplore.exe" won't close after I exit the program. Any thoughts?