Can you reproduce the problem on demand? If so, I would run Procmon: http://technet.microsoft.com/en-us/sysinternals/bb896645.aspx and examine the log of what it's trying to do in the background.
Otherwise, you can try deleting the key HKCU\Software\Microsoft\Internet Explorer logged in as the user and then relaunch Internet Explorer. This will reset everything back to defaults for IE for that user account.