Well, even though its one of the responses you dont want... "Thats what you get for running IE." IE's lax ActiveX controls, and the abundance of exploits for the software make it easy for stuff like that to automatically install itself off of websites. You said you dont want to hear it, but IE is the reason.
However, you can do something about it: Go into settings (tools >> internet options, or something along those lines... its been a while) and look in the security settings. Up the security level and disable ActiveX controls.
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"Good people do not need laws to tell them to act responsibly, while bad people will find a way around the laws."
--Plato
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