Do you have any P2P programs installed? the error indicates that a different module is interfering with internet explorer, such as a hidden toolbar or malware. I have seen this error before with Ares, Limewire, Bearshare and Utorrent. I would recommend uninstalling any P2P program(s) that you have on your computer, then look at Quietman7's post and do the scans that he recommended.
In addition I would recommend that you download and install a good antivirus, if you dont already have one.
Here is the bleeping computer freeware list: http://www.bleepingcomputer.com/forums/topic3616.html
since more than one antivirus can conflict, please uninstall previous expired AV programs.
If this does not cure your problem, go here: http://www.bleepingcomputer.com/forums/t/34773/preparation-guide-for-use-before-using-malware-removal-tools-and-requesting-help/
and then post the Hijack This log.