Sometimes Woodpam, 2 pages load. One of which belongs to adviva or bluestreak or atdmt aka the 'Splosh' people. I have had this myself occasionally. [It may or may not be because you have cookies stopped in IE but don't have an independent 'cookiestopper' app. running or vice versa a or something along those lines.] Whatever..
* When you get 'Action Cancelled', try Xing out of that page - corner click, I think this works. Anyway It almost for sure is caused by splosh people; do you have a 'banner killer' running?