I've got the same problem, but mine dates back to ver.6xx, where it would randomly crash when I closed an open window.  I was 'advised' by our tech person to upgrade to IE 7 - problem is now worse.  Instead of randomly closing when a window/tab is closed, now it does it EVERY TIME.

 

BTW, I'm running XP-professional/service pack 2, and yes I run Firefox when I can, but some of my websites I use all the time don't operate correctly in anything but IE.