Most versions of Windows have a tendency to 'throw a wobbly' if you have too many windows open (irrespective of the programs being used). With Windows Millenium I never worry if I've got half a dozen windows open but once I get into double figures I find that it's usually a good idea to close a few things.
Your best bet, anyway, is to ditch Internet Explorer in favour of a decent browser like Firefox. Then you can choose whether to open a new window in order to have two pages open simultaneously or to use 'tabbed-browsing' which lets you use a single window for multiple pages. (Firefox is also much faster than IE, much more stable than IE, has more plug-ins available than IE and it's totally free!):
http://www.mozilla.org/products/firefox/
Chris