These instructions relate to Internet Explorer 5, but IE6 & IE7 are probably similar:
Go to Tools > Internet Options
Click on the 'Advanced tab'
Click to remove the tick alongside 'Display a notification about every script error'. Click 'Apply'. Click 'OK'
Far better, use a decent browser. Nearly all of the 'regulars', here in the Technology section, gave up on Internet Explorer ages ago. Chrome has some fans but Firefox is still the most popular browser around here:
http://www.mozilla.com/firefox/
Chris