We kept getting this and we had to 'repair' Internet Explorer. Depending on which version you're running the option is there to repair it - otherwise it may well be easier to update to the latest version.
Ignore it If you say yes then it will open up a debugger which is no use what so ever. It is usually caused when you are loading an internet page and you browser doesnt support some of the features on that page.
Hmmmmm I tend to have more problems with the latest versions as they are usually beta releases and are full of bugs Thats why i just ignore it. Its easier than having to fix my computer once it crashes.