I was hoping you weren't going to write that. One of the (many) things that makes Internet Explorer vastly inferior to either Firefox (which I use and love) or Chrome (which has many fans but I'm not one of them) is that it it doesn't have thousands of extensions available to enable you to customise it to work exactly how you want it to.
If you're actually logged into your Youtube account (assuming you have one) with any browser (including Internet Explorer) this should work to disable autoplay:
http://www.ehow.com/how_8473943_turn-off-auto-play-youtube.html
However if, like me, you're just a casual visitor to the site (and haven't created a Youtube account) then the only way that you can disable autoplay in Internet Explorer is to temporarily turn Adobe Flash Player off. There's a useful free little utility that allows you to do just that:
http://www.ehow.com/how_8473943_turn-off-auto-play-youtube.html