IE shortcuts Problem

Well i first noticed this when i would right click on MSN messenger and select open emails where a blank IE window will pop up and cannot be closed or minimized then 10-15seconds later my email box will open and then i can proceed to close the blank window.. why is it do this? it use to be fine and just open my email box.

Now i discovered it does this with ALL IE shortcuts , recently i placed a website shortcut on my desktop and when i click it a blank window will pop up and do the same thing then eventually a new window containing the site will come..... im thinking something screwed up somewhere.

** If i already have a IE window running it will just open it fine in a new task.

- im running IE 7 and PLEASE dont tell me to go to firefox or crap like that because im fine with IE.

Thanks for the help