THE BUG:
In Windows 9X/2000/ME/XP with MS IE 4/5/6,there is an annoying MS Internet Explorer vulnerability. Certain web sites force the opening of a hidden popup tracking minimized window upon your first visit, or when you leave their web site or close your browser while one of their web pages is still displayed.
They do this by using the little known "about:" browser built-in command into their HTML/DHTML/XML code.
There is not much you can do, except close it by right-clicking on it and selecting Close/Exit, or by highlighting it with a single mouse left-click and then pressing simultaneously Alt + F4. That is if you can detect its small taskbar icon, because it won't allow to be restored or maximized, unlike the other well behaved windows.
THE FIX:
You can kill ALL MS IE "about:" URLs permanently with this Registry hack.
Create a REG file in Notepad (save it as NOABOUT.REG for example), with these lines:

-----Begin copy & paste below-----
Windows Registry Editor Version 5.00

[HKEY_LOCAL_MACHINE\SOFTWARE\Microsoft\Windows\CurrentVersion\Internet Settings\ZoneMap\ProtocolDefaults]
"about"=dword:00000004
"about:"=dword:00000004
------End copy & paste above------

Then run NOABOUT.REG to merge this info into your Registry.
This will place all "about:" URLs into the MS IE Restricted Zone, which means they will not open anymore when using IE to surf the net.