Nah, sometimes it just breaks. The illegal operation error message is a general one from Windows that means the programme has tried to do something that windows doesn't like.
Try re-starting IE, it may cure itself as these problems can be entirely random, if not try the following on windows : -
start --> settings --> control panel --> add / remove programs
Now choose internet explorer and click the add/remove button.
It should then give you the option to 'repair' internet explorer which may do the trick.
Hope it goes well.