Closing Control Panel or My Network Places or My Computer opens IE to about:blank

I'm having the same problem as someone else described here:

http://forums.techguy.org/showthread.php?t=658783&referrerid=703515

except I have no problem closing IE afterwards.
Chrome is the default browser, and I would like for IE to never open for anything.
And IE only pops up when My Computer is closed if My Computer was launched from the Start menu. I.e., <windows key>-E started the file explorer at My Computer (looks the same except has a sidebar) but IE does not pop up when that's closed.

I just finished a full MSE scan but it found no malicious or unwanted software.
IE's possibly related "about:blank" adware infection seems to have been common some years ago but the clean scan should rule that out, right?

It's again on a friend's computer but if anybody else is interested in getting to the bottom of this, I have his laptop for a bit and can reproduce it at will.

Thanks