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The problem might be also hardware-based. Especially when Your CPU is overclocked. Also You didn't specify what kind of shutdown is IE suffering. Is it the "this program wanted to do something BillG. doesn't like" or the "something got screwed - would You like to become a statistic number in Microsoft and send them the memory dump" shutdown? Or maybe just the normal one?
I usually get the "BillG. doesn't like it" error due to errors in swapfiles (lack of RAM). But the "make me a statistic number" happened to me usually due to hardware errors (+80% overclocked P90 with broken fan).