having problem with internet explorer

I assume that English is not your first langueage because I am still unsure if i understand your question. Please don't be offended though, you speak English better than I speak any other language.
I think you said you had already tried looking for Spyware and Viruses. Have you tried searching for Trojans? A decent free trojan test tool is SwatIT Trojan scanner, check ZDNET.com for download, or you can try other software on a trial basis such as Anti-Trojan 5.5.

I would also try uninstalling Internet Explorer and trying a freashly downloaded copy.

Let me know if this works or not and I'll get you some more tips.
OM

Let me give you the bad news and lousy news before getting you decide what to do.

1. Are you using IE 5.5 or above. If so, uninstalling is not going to be easy. Especially if you are using Win2K or XP. Despite all the articles and promises from Microsoft, there are situation where you can uninstall the IE cleanly. You tend to get into messy situations.

2. You can download or apply a service pack to IE. Sometimes, it may complain that the pack is already applied. In order to determine which pack is installed, go to help about and there is a link to see all the packs applied for IE. If you go to Add/Remove programs, you can select the packs or hotfixes to remove selectively and re-apply at a later date.

If i am to undertand clearly,you are saying that if you try and close IE, you get a dong sound and IE does not close? Its possible that IE at that time is trying to run a activex or something similar. Please clarify the question.