It looks like spyware. There are several references to files called ~46.tmp.exe
eg Here:
http://spywarefiles.prevx.com/RRGCEG1053407/~4 6.TMP.EXE.html
It says it is self replicating so deleting it from the temporary files folder will not help - you will have to download something to help you get rid of it.
It is just as well that you get alerts because it is obviously trying to run every time you use IE. Without that you wouldn't be asking here. Good luck in getting rid of it.