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How do I stop my internet explorer from turning itself back on after I click the red X ?

I click the red X to close and the message "internet explorer is shutting down", then "internet explorer is restarting" & the page comes back on. What do I need to install or unstall to stop this from happening? I have to click CANCEL to get rid of internet explorer.

Public Comments

1. OK well most likely you have a virus..........so you should first get a good virus program and I'm sure you don't really feel like buying one so here is a link for a free one link:http://avast.com/eng/download-avast-home.html i also recommend when downloading this program when you click this link you will see a big green button that says download don't use that one keep scrolling down and you will see more things that say download use those the are much faster if the virus scan finds a virus which i suspect it will then get rid of the virus...............duh LoL
2. you have a spyware, run anti spyware tool on your machine