This is an odd answer, but I've never heard of this problem before.
Nevertheless, try this:
Open IE.
Get out of Full Screen mode (press F11, but you knew that), then hold Ctrl+Shift+Alt (all at the same time) and resize the window to the default size you would prefer.
Then, while STILL holding Ctrl+Shift+Alt, close IE (by clicking the X, you won't be able to click File -> close since you're holding Alt :) ).
Open it back up, and hope for the best!
I just tried it myself, to set a default size for IE and it appeared to work.
If it doesn't work for you, I can only fathom one of two things:
1) Try holding Ctrl+Shift+Alt after IE opens, before you close full screen (i.e. open IE, click Ctrl+Shift+Alt, Press F11, click Close).
Otherwise;
2) Something about the manner in which you open up IE (shortcut, hotkey, program, whatever) may be causing this to permanently happen. In which case I can only suggest you check out the shortcut's properties (if possible) and see if it's redirecting you to a funny address.
It should really only be opening the program, and nothing else.
Hope this helps.