I have tried to play the games off www.pogo.com and whenever it loads MSN Explorer completely shuts down, it does the same with some other certain sites too!!!

you might want to consider downloading hijack this & posting your log in the Spyware, Adware and Viruses section.

hijack this

Logfile of HijackThis v1.98.2
Scan saved at 2:06:17 PM, on 28/08/2004
Platform: Windows XP SP1 (WinNT 5.01.2600)
MSIE: Internet Explorer v6.00 SP1 (6.00.2800.1106)

Running processes:
C:\WINDOWS\System32\smss.exe
C:\WINDOWS\system32\winlogon.exe
C:\WINDOWS\system32\services.exe
C:\WINDOWS\system32\lsass.exe
C:\WINDOWS\system32\svchost.exe
C:\WINDOWS\System32\svchost.exe
C:\Program Files\Common Files\Symantec Shared\ccEvtMgr.exe
C:\WINDOWS\system32\spoolsv.exe
C:\WINDOWS\Explorer.EXE
C:\Program Files\Hewlett-Packard\HP Software Update\HPWuSchd.exe
C:\WINDOWS\System32\spool\drivers\w32x86\3\hpztsb0 8.exe
C:\Program Files\Hewlett-Packard\Digital Imaging\bin\hpotdd01.exe
C:\Program Files\VIAudioi\SBADeck\ADeck.exe
C:\Program Files\MSN Messenger\msnmsgr.exe
c:\progra~1\intern~1\iexplore.exe
C:\Program Files\Norton AntiVirus\navapsvc.exe
C:\WINDOWS\System32\svchost.exe
C:\Program Files\Messenger\msmsgs.exe
C:\Program Files\WinMX\WinMX.exe
C:\Program Files\MSN\MSNCoreFiles\MSN6.EXE
C:\Program Files\Internet Explorer\iexplore.exe
C:\Program Files\Windows Media Player\wmplayer.exe
C:\Documents and Settings\Dylan.FOUILLAR-BON7Q7\Local Settings\Temp\Temporary Directory 1 for hijackthis[1].zip\HijackThis.exe

R0 - HKLM\Software\Microsoft\Internet Explorer\Search,SearchAssistant = http://www.mkrrdmurlcevnnnniowlrgwp....BHhyX23hQ.html
R3 - URLSearchHook: (no name) - _{CFBFAE00-17A6-11D0-99CB-00C04FD64497} - (no file)
O2 - BHO: BHObj Class - {00000010-6F7D-442C-93E3-4A4827C2E4C8} - C:\WINDOWS\nem219.dll
O4 - HKLM\..\Run: [HP Software Update] C:\Program Files\Hewlett-Packard\HP Software Update\HPWuSchd.exe
O4 - HKLM\..\Run: [HPDJ Taskbar Utility] C:\WINDOWS\System32\spool\drivers\w32x86\3\hpztsb0 8.exe
O4 - HKLM\..\Run: [DeviceDiscovery] C:\Program Files\Hewlett-Packard\Digital Imaging\bin\hpotdd01.exe
O4 - HKLM\..\Run: [scr new] C:\PROGRA~1\BUILDS~1\64 spam.exe
O4 - HKLM\..\Run: [AudioDeck] C:\Program Files\VIAudioi\SBADeck\ADeck.exe 1
O4 - HKCU\..\Run: [msnmsgr] "C:\Program Files\MSN Messenger\msnmsgr.exe" /background
O4 - HKCU\..\Run: [MSMSGS] "C:\Program Files\Messenger\msmsgs.exe" /background

You only got the top half of your log. When you're copying make sure you scroll down the window to get a full log. Also you'll probably get a faster awnser if you post it in the Spyware, Adware and Viruses section. Along with a description of your explorer problem.

Good Luck!