Annoying... help

Whenever I open inet explorer to do a windows update this always pops up and the only way to close it is to end task IEXPLORER.EXE (yes i know there is an X but it doesnt work ). Pic below

AND there is always two IEXPLORER.exe tasks in the processes section of the windows task manager and when ended they open up again.

How to get rid of these 2 problems?

I have tried

-Ad Aware
-Spybot
-Registry Mechanic
-Spysweeper
-Spyware Doctor
-Spy Subtract

Try reinstalling Internet Explorer. If you have recently installed it, check in add/remove programs for the uninstall (choose repair at the menu), otherwise go here and download it:
http://www.microsoft.com/windows/ie/downloads/critical/ie6sp1/default.mspx

I would highly recommend using a different browser.. there are many of them out there, some based on IE, others based on mozilla. I use Firefox, a Mozilla variant that is quickly becoming mozilla's flagship browser:
http://www.mozilla.org/products/firefox/

I use mozilla although I just use inet explorer for windows update. I will try step 1.