Hi Rainbow,
do you mean that when you click on the blue 'E' or 'Internet Explorer' nothing happens? Try scanning for 'Spyware' and 'viruses', if that comes to naught then you could try rebuilding IE.
Open your control panel and click on 'Programs'. In the top category you should see something like 'Turn windows features on or off', click that and another box will appear and you'll see where you can uncheck the features you don't want. Uncheck IE, reboot, and then reverse the process and rebuild IE by checking it's box again. Hopefully by now you should be sorted again..