Hmm that is a weird error. It works if you open it in the same window though? I guess it does
One thing you could do which will improve your surfing considerably is to update and go for Mozilla Firefox instead.
This is much better than Internet Explorer in many ways, for safety, speed, and browsing.
It also uses something called tab browsing which can be used instead of opening in new windows and opens from within the one program.
This is worthwhile in considering and is a free download. Try it out before leaving Internet Explorer behind... I'm sure you will
Check the forum for people saying good things about it too
I would try and figure the problem out (it seems weird though) but this is a great way around it