What you describe can happen quite often when somebody has a worm virus or lots of spyware on their system. There are worm viruses that love to soak up your internet bandwidth and stop you from doing things - generally being a pain in the a***.
On the other note, it could be that you are overloading your processor by having too many windows open (this generally isnt an issue with a decent CPU but I dont know what you have).
I would suggest looking on your computer and trying to free up some resources - the first thing you should do is decide whether you have too much software (including small programs) installed. go to control panel and "add/remove programs" - here you will be presented with a list of all the software you have on the machine - then uninstall as much as you can (obviously this i limited and you cant remove everything). This will free up some resources. Then once you have done that - download the Internet Explorer 6 from Microsoft as it may be because you have a corrupt IE (I am presuming you have IE5).
Also I would strongly advise running the spyware and virus checks as the guys mentioned above - this could be it.
If this still fails post back on your progress (or lack of
)
Best of luck
Maz