There are many possible reasons why your Internet Explorer keeps crashing. The short, and most likely answer, is simply that your copy of Internet Explorer is pooched.
The long answer is that it could be any one or combination of the following things:
1. Virus
2. Spyware/Malware
3. Corrupt Internet Explorer program
The pop-up you mentioned is part of Windows' programming. When a program crashes, it'll try to send information it believes pertinent to the crash to Microsoft, where their team might be able to diagnose and fix the problem (don't hold your breath).
The first thing you should do is to try and make sure that your computer isn't infected with viruses, spyware, or malware. This will be a long and arduous process, because there are many scans to run, and most of them take a long time.
Whether or not you have an up-to-date antivirus software on your computer, I recommend that you run both of the following online virus scan programs, because your antivirus might not catch everything that's out there.
Oh yeah, clear your "Temporary Internet Files" (also known as browser cache) before running these scans.
1. Panda ActiveScan: http://www.pandasoftware.com/activescan/activescan/ascan_2.asp
2. Trend Micro HouseCall: http://housecall.trendmicro.com/
These should automatically remove/quarantine any viruses they find. But they won't remove the spyware/malware, because they want you to buy their product.
Next, if you don't have any antivirus software installed, or the above two scans found viruses despite your current antivirus software, you need (better) antivirus protection. Try either AntiVir at http://www.free-av.com/ or AVG Anti-Virus at http://free.grisoft.com/ (both are free).
Then, it's time to check for spyware/malware. You'll need to download, install, update, and run scans with the following programs:
1. Ad-Aware: http://www.download.com/Ad-Aware-2007/3000-8022_4-10747652.html?tag=lst-0-1
2. Spybot - Search & Destroy: http://www.download.com/Spybot-Search-Destroy/3000-8022_4-10743107.html?tag=lst-0-1
When you're done scanning with both programs, it might be a good idea to reinstall your Internet Explorer. The reason for this is because it is integrated into Windows. If any part of IE is corrupt, it might cause other problems even when you're just looking for files on your computer (Windows Explorer uses Internet Explorer). Also, as others have already mentioned, because of this, you cannot uninstall IE from your system. You can download the setup file from Microsoft: http://www.microsoft.com/downloads/details.aspx?FamilyID=1e1550cb-5e5d-48f5-b02b-20b602228de6&DisplayLang=en
Finally, you can install a third-part browser. You should do this after running the scans, because some viruses can infect files you download, plus third-party browsers can import your IE settings, and some of those settings might have been created by spyware.
Here, too, you have choices. My browser of choice would be Firefox, which is also a media favorite, and has already been mentioned here.
1. Mozilla Firefox: http://www.mozilla.org/
2. Opera: http://www.opera.com/
3. Safari for Windows (beta): http://www.apple.com/safari/download/
With third-party browsers, you might also need:
1. Flash Player: http://www.adobe.com/shockwave/download/download.cgi?P1_Prod_Version=ShockwaveFlash&promoid=BIOW
2. Java Runtime Environment: http://java.sun.com/javase/downloads/?intcmp=1281
(Scroll down and look for "Java Runtime Environment (JRE)," along with the lastest version number, and click on the "Download" button.)