Internet Explorer bug?

I’m using IE 4.0, and about 80% of the time, when I click on a link to some other site, I get an Internet Explorer window which tries to connect me to that site. Sometimes it’s the same window I’ve been using and sometimes it’s a second window, but either way, it works fine, no problem.

But about 20% of the time, clicking brings up a second window, but instead of being Internet Explorer, it’s a Windows Explorer window, and it is looking at my C:\winnt\system32 folder. Meanwhile, the first window, the one that’s in Internet Explorer where I clicked, is frozen dead. It will wake up in about 2 minutes, but for the time being I can’t do anything with it, and if I move another window in front of it, its contents are erased and blank until the 2 minutes (or so) are up, at which point everything is fine except that I can’t get to that other site by clicking. I can get to it by typing in the url, but there must be a setting that I have wrong.

Anyone have any idea what I’m talking about? Thanks!

I have never seen this problem but it seems to me a good time for you to upgrade IE.