A user reported a problem with IE5 that when he went into a browser session he couldn't close the window. I had a look and the 'X', File>Close or Alt+F4 wouldn't close IE only killing the IEXPLORE.EXE process would.
I then upgraded to IE6, and the same problem persists.
I then upgraded from SP3 to SP4 thinking some windows files may have been corrupted, still no joy.
(I was going to run SFC /SCANNOW but didn't have SP3 on a CDR at hand so upgraded to SP4)
I have reset all the Internet Options back to default as well.
Does anyone have any idea's on what to do?