Check that your operating system, whatever it is, is totally up to date with both critical and non-critical updates and that you have the latest Java and Flash players installed & uninstall any older versions.
If you are using IE7 or 8 go to Tools/Internet Options/Advanced and click Reset. Then click Apply and OK. Close IE and reopen it. Re-enable all add-ons under Tools/Manage Add-Ons.
If you are using IE6 go to Tools/Internet Options.
Under the Security tab make sure all zones are at default, under the Advanced tab make sure it is at default, Apply and OK it. Under the General tab clear history and temporary files.