According to Microsoft this can be caused by certain software and is not necessarily an infection.
I've had it happen on the odd occasion here too and not just with IE.
If you are concerned it might be bad run Stinger and Malwarebytes Free, both linked in the last link in my signature below.
If it continues scroll down that page and follow the Hijackthis routine for help through professional malware forums.
Meanwhile make sure that all of your operating system and associated software is always kept totally up to date including any parts you may not use.