This is likely to be due to settings in Internet Explorer. Try this first:

Check your settings in Tools - Internet Options - Advanced tab, Check that both Disable Script Debugging boxes are ticked and that the one below - Display a notification about every script error - is UNTICKED. If they are ok then try turning off any pop-up blockers.

Other possible solutions are given here: http://support.microsoft.com/kb/308260

You could also consider downloading Firefox as a second browser and using it instead of IE. (You would at least be able to check out the same sites in FF)
Live OneCare may not work with FF, but there is an add on for FF called IE tab which may resolve it.