Have you got "Display a notification about every script error" unchecked ?
Cause can be manyfold - downlevel software/drivers, blocked Applets/ActiveX/Scripts
or just bad website code
But if it is there all the time it suggests a settings problem - or something is being blocked (firewall/AV)
I use Firefox and have very few problems on the sites I visit - unless they are coded specifically for IE ... if thats the case I just move on and wont go back