Sounds like you've lost some 'file associations' - ie the information that tells Windows what application (eg Money) deals with what type of file. IE usually uses Notepad when you select 'View Source' - is Notepad still working on your system (it should be under Start | Program Files | Accessories)?
First thing to check - find the file extension on the statements your bank's website sends you. When IE offers to save the file for you, it will suggest a name like 'statement.mny' or something - MNY is the extension. Then go to a Windows Explorer window, choose Tools | Folder options, and select the 'File Types' tab. The relevant file extension should be listed, with 'Microsoft Money' shown as the application it opens with - if it's not, you can add it using the 'New' button.
It's also possible that this is a problem with the 'MIME type' that the web server is associating with the bank statements, or with the application the IE associates with that MIME type, but them's whole different problems...
Hope this helps!
Chris.