I think its definitely a problem with XP SP2, since being a tad paranoid, I tried that address as well and got similar IE 6.0 shutdown. I had been getting browser dropouts since I installed XP, but put it down to a mistake in setting up windows XP with my modem/router/firewall.
It also fails on the above site with Opera 7.54, which wants to send an error report. It does however work fine with Mozilla firefox.
We have had quite a few complaints about IE6.0 dropping and hanging on other XP SP2 machines at work, all of them patched and up to date. The sites visited are not naughty or nasty, but very varied. It also only seems to be a few sites where it does cause drop dead browsing. We did think maybe the programme the site was written with could be the problem, or something in the page setup, but we havent had the time to look properly at that yet.
Another side affect of installing SP2 is that my Eudora will receive mail, but not send any mail till I delete and rebuild the outbox files.
The XP is a fresh install with SP2 patch included. Just have to wait for another set of patches I suppose.
cheers