Browser problems

Several days ago I started getting an annoying message while surfing the web. "Can not find file //C:\\xxxxxxx.html. Make sure the path or Internet address is correct. I can still surf but things seem sluggish and the message is very annoying. Should I reinstall IE 6?

Suggestions ?

Thanks

Is that the exact error: Can not find file //C:\\xxxxxxx.html?

First off I would try a HijackThis log:

Please follow the instructions HERE & then post your log in a new thread in the Spyware, Adware, Viruses and HijackThis Logs section.
(Not in this section please).