Scott,
What operating system are you using? Are you receiving any information in your event logs? What version of Internet Explorer are you using? What service packs or patches have you applied to your system?
While I have never seen this message before and I am not sure which OS you are using, I did find a server related issue on Microsoft's website. I don't know if you have seen it, but Microsoft KB 249721 refers to the same error message. This article applies to servers running IIS 4.0 accessing asp pages. The article recommends running the latest service pack on the machine to correct the issue.
While your issue is probably not on a server running IIS 4.0, have you tried to update IE or get the latest service pack? I know that the blaster worm patch has fixed quite a few problems around the office (even the ones that are completely unrelated to the worm).
The problem may also be related to active X issues. Have you changed any security settings lately?
I hope this helps bring you closer to solving your problem.
Sincerely,
Marco