IE being the most used browser at the moment, while not being the best one is part of the problem. Most spywares take advantage of the flaws offered so that they can install themselves by merely visiting a webpage (which is made for that purpose).

I would strongly suggest changing browser to the free Firefox or Opera (free but with banner, which you have to pay for)

If changing browser isn't an options there are things which will prevent IE related infection...however your browsing experience may be affected. Letting your anti-spyware real time scan on will help as well...I know spybot as one and MS Anti-Spyware come with one also.