Enable Hidden Files and folder's and search for
iexplore.exe,
To enable hidden files and folders Go to Start then
search > goto tools on the top bar> then click Folder
Options-> then goto the View tab .Make sure that 'Show
hidden files and folders' is enabled. 'Display the
contents of system folders' is checked & 'Hide extentions
for known file types ' is not checked then press apply
You can set this back later by opening the same page and
pressing 'restore defaults' then pressing apply,
Windows XP's search feature is a little different. When
searching you click on 'All files and folders' on the
left pane, click on the 'More advanced options' at the
bottom. Make sure that "Search system folders", "Search
hidden files and folders", and "Search subfolders" are
checked.
Search for iexplore.exe
They should only be in these locations
C:\Program Files\Internet Explorer\iexplore.exe
C:\WINDOWS\$NtServicePackUninstall$\iexplore.exe
C:\WINDOWS\ServicePackFiles\i386\iexplore.exe
C:\WINDOWS\Prefetch\iexplore.exe
If you find it anywhere else especially in system32 then
its possibly a worm (Rbot,Sdbot)
If found anywhere else then upload it at jotti's site and
let us know the results :
http://virusscan.jotti.org/
Press Browse and find the file then press "Submit"
Regards Andy