Weird.. I've had that problem too and I just noticed if you have IE running and double-click it on the desktop it makes two iexplorer.exe processes (i.e. it makes a new process). I'm not sure why then Windows closes both processes when you select End Task. Maybe the key is to identify by Process ID which iexplorer.exe is having problems and then killing it individually in Task Manager or using "kill.exe PID" on the command prompt. Worth a try next time a window locks up anyways.