There's definitely something weird going on!
The information that makes up a website display on your screen arrives using the "HyperText Transfer Protocol", which is why the address of this website, at the top of your screen, starts with 'http'. Secures websites (such as those for online banking) will use 'https'.
FTP is 'File Transfer Protocol'. It's the way that files can be transferred between remote computers without even using a web browser (such as Internet Explorer). It's probably most commonly used for uploading websites from people's home computers to the servers where they'll be hosted. It can also be use for downloading files to a home PC. The more recent versions of Internet Explorer can handle 'FTP' (rather than having to use a separate program, as used to be the case) but a failure of the FTP function within Internet Explorer shouldn't stop you using HTTP for normal website access.
If you're determined to stick with Internet Explorer (which is widely despised by many of the 'regulars' here in AB's Technology section) I can only suggest either ensuring that you've got the very latest version
http://www.microsoft....explorer/default.aspx
or running System Restore to take your computer's registry back to a date before the problem arose. (That's done from Start > Programs > Accessories > System Tools > System Restore).
However, as I've indicated above, most people around here use an alternative browser anyway, with Firefox being the most popular:
http://www.mozilla-europe.org/en/firefox/
Chris