Internet Explorer opens multi web pages

When startinf Internet Explorer, before the normal “home” default page arrives a nasty message occurs saying:
“Internet Explorer cannot open http://www.whsmith. etc
The site was not found.”
Basically the displayed error web site cannot be found on all interent explorer options . The home page that is shown is totally different and does come up after removing the red X box.
Where else should I look for attempted default home pages and titles.

Alan