This may be because IE needs a plugin you haven't got installed. It could happen if Java is disabled. You might have the wrong versions of plugins or Java, or even IE. The content could be being blocked by firewalls or AV protection. Or malicous software, as fiesata says. The list goes on...
Just because another computer can see it, doesn't mean that there isn't a problem with the website.
Once the 'wrong' page is in your cache, you're quite likely to keep getting it. Try clearing IEs temporary internet files.