Window not found (error)

Do you know why I get this error and how I can fix it? Scenario:
It does not happen all the time, just on certain web pages.
I type in the address, hit go, it takes a few minutes, starts to download and then a small dialog box appears that it titled HideWindow – Error then a yellow caution triangle and the message Window not found!, with the option to OK it,which I do.
After I click on OK the page downloads and all is fine.
I just don’t get it. I assume I am missing some sort of background item (driver, activeX type thing) but I don’t know how to figure it out.
I did go on the Microsoft websites technical area, but found nothing.
CAN YOU HELP? I would appreciate it as this is annoying…THANKS MARYR