Internet Explorer 6 ending program message on shutdown

Hello,  I have a E510 running XP SP2 .  It is 3 months old and a for a couple of months now, I have had problems when trying to shutdown the pc. When I choose to shutdown I get a message block that says Iexplorer.exe is ending and gives me an option to click here to end now. So after a few seconds the message block goes away and the pc justs sits at the desktop and does nothing. If I try  to open a application during this time I get a error that says the application can't open cause windows is trying to shutdown. Any way, I keep clicking on turn computer off and nothing happens just still sits at desktop and the Iexplorer mesage pops up again.  It seems to me something is running in the background that is using IE6 and will not let it turn off.  So eventually I have to shutdown with the power off button. I have Mcaffe internet security and spysweeper with all updates for XP.   I believe that this something simple to fix I just cant do it.  Thanks.