I cant really say I have run into this error message from simply closing a tab, though IE has given me a lot of them in the past from closing the whole window. which is exactly why, it is the past, and I now use Firefox:
http://www.mozilla.com/en-US/firefox/while it's not a solution to the issue at hand, I have found it is a much better browser by far
someone who still uses IE, and understands its errors and such, please help!!!!!!!! sadly, I don't have the knowledge but to recommend a better program to use.