Can't Access IE but IM works

My computer works fine and we can access Instant Messenger and all computer programs, but if we try to access Internet Explorer, we get an "Illegal Operation has occurred" box and when you click on the box, the screen turns black.  Then if you want to access anything, you have to reboot.  We have noticed that if we have Instant Message working, you can still use that as it stays on the screen, but the background is still black and the start keys and other keys at the bottom of the computer are still black.  Any suggestions? :-/

Virus scanners
AVG Free
-- Anti virus scanner
Trend Micro Housecall
-- Online anti virus scanner.

Anti spy/malware
Microsoft Antispyware
-- Anti spyware scanner. Windows XP Home and Professional only.
Spybot Search & Destroy
-- Anti spyware scanner
Adaware SE Personal
-- Anti spyware scanner

Firewalls
Use both a hardware and software firewall.
Be advised as dual software firewalls may cause problems

ZoneAlarm Free
-- Free firewall - more user friendly
Sygate Personal
-- Free firewall - more configuration options

Removal tools
The following files are not substitutes for the ones described above.
They are either diagnostic tools or removal tools for malware of a certain kind

HijackThis
-- Manual malware remover. Post the HijackThis log generated only if requested!
McAfee Stinger
-- Virus removal tool. No substitute for a fully functional virus scanner!
CWshredder
-- CoolWebSearch removal tool. Widely known and persistant Hijacker.

Unfortunately, this isn't going to help as I can't get to the internet to download/run the virus programs.  If I run the virus program that's outdated but on the pc, I don't find any problems.  I also tried to see if I could download I.E. onto a CD and then reload, but that doesn't seem to work either. Ugh!  This is so frustrating.

[Moderator]

Can you start in safe mode + networking and run the online scans then?

Free online virus scan
http://www.pandasoftware.com/activescan/
Free online spyware scan
http://www.pandasoftware.com/products/spyxposer/com/spyxposer_principal.htm

Ditch Internet Explorer and use Mozilla Firefox.