Internet Explorer is a Microsoft product. Bing is owned by Microsoft so, unsurprisingly, Bing is the default search engine for Internet Explorer.
That's totally separate to your home page (which is the one that you see when you open your browser). That can be anything you choose. You could have The Answerbank appear there, BBC News, your favourite recipe site or anything else that you choose. (At the moment you've got Google, but you can easily change that if you want to).
Chris