I am getting this message very frequently. Can any one suggest me what to do to avoid this.

Hi GouthamAnand,

Usually this error occurs if you attempt to do Just-In-Time debugging on a machine where there is no user logged onto the console. As a result, there is no session in which to display the Just-In-Time debugging dialog box.

To fix this problem, log onto the machine.

Can you confirm that you have script debugging disabled within Internet Explorer

To do this Open Internet Explorer
Click on the Tools Menu and select Internet Options
Click the Advanced Tab
Under Browsing ensure the following check boxes are checked
Disable Script Debugging (Internet Explorer)
Disable Script Debugging (Other)

I am gettin this every time when I logon to my machine. This problem started when I uninstalled .net from my machine.

Yes, both the check boxes are checked for the above scripts. But still I am getting this error.

Please help me in this regard.

I would suggest reinstalling .Net, as it is the language needed to correctly run iexplore.exe (Internet Explorer). Easiest way is to run Microsoft Update, but there are other ways available. You need to be sure your copy of Windows is legitimate to be able to run Microsoft Update though.

you could try a system restore to a previous date

The following utility by a Microsoft MVP has helped me fix peculiar IE problems in the past.
http://windowsxp.mvps.org/IEFIX.htm
Although the issues it describes itself as fixing do not explicitly include your error, it's a quick enough thing to try since IE is behaving bizarrely.

Thank you.