Closing Explorer window Opens iexplore -nohome

I’ve run into a bind on this particular issue for a user of mine. He download some spyware all of which was able to be removed. One final problem continues to linger that I have hit a dead end on. Whenever you close any Explorer window (browsing files and the like) upon closing the window either using the Close button or Alt-F4 the PC is immediatley opening up a blank Internet Explorer page. Please help I’ve been searching for an answer to this and can’t seem to find anything solid.