Explorer Freezing up?

I have been having a problem on my computer at work with it freezing up for about a minute each time I click on a link on internet explorer or if I try to open (or right click) a word/notepad document. I did Ctrl/Alt/Del and there doesnt seem to be anything out of the ordinary running. When I pull out the ethernet cable in the back of my computer that connects my computer to the network the problem disapears however I then can't access the net. I have Mcafee Virus running on my computer and have run it several times I have also used AVG virus cleaner and Stinger on it also and they came up with nothing.

It's driving me crazy and I just can't seem to find what is wrong with it.

While it is froze up it will say "explorer (not responding)" then after about a minute or so it will start working again fine until I click on another link or try to open another document.

If anyone has any ideas, please please let me know!

 

It's not dial up. I work in a large office building and have a very fast connection.
Wouldn't the virus programs I've run catch it if it were spyware, or should I try another program? I don't have administrative privilges and were not supposed to install programs on our computers so If I need to use a program it needs to either be a stand alone program or needs to be capable of being uninstalled easily.