Do not use IExplorer version<7! Better: uninstall it completely!
Use Firefox, Flock or Opera instead (with webpage-threat advisors as belarcAdvisor, Sitehound, wot and McAfeeSiteAdvisor)
Don't forget NoScript! And hosts related software to protect zonemapping
Use Spybot Searcha&Destroy!
Close unused ports!
OR use Linux
Connects via ICMP to its website. Without user consent, of course. File is named "IE4321.exe".