This problem, that only affects a minority, is independent of the IE version, so it must depend on individual system configurations.
My system is unaffected. It's a Dell Dimension 500MHz, RAM is 256MB, Cache is 512KB and I use IE 5.5. There's lots of room on the Boot hard drive (HD).
If your HD is getting too full, the system may slow down because the Virtual RAM which is swapped out to the pagefile.sys on the HD can't cope. Banner ads put a premium on the processor and virtual memory. Your pagefile.sys should be at least the same size as your RAM.
Microsoft have a bit about this in their Knowledge Base and will advise you to check that some essential files such as Kernel32.dll, ctl32.dll etc may have been overwritten by a program you have added since Windows was installed. The result could be that the version you now have is older than the current MS version.
One way to check is to look at the file dates in your \Windows\System folder and see if there are any that have a date out of the ordinary. If you want to put back the Microsoft version there are instructions on how to do this on their site(provided you have the Windows disc). I'll post the instructions here if anyone would like me to. Or I'll e-mail files as attachments if that would be a help.