web page opens randomly

I'm not even sure where to begin with this problem. IE opens randomly and
tries to load the following web page: http://www.example.net/some/place/
It fails and gives me an HTTP 404 error. Does anybody know what program
might be making this happen? Any ideas on how I might find the offending
program? More importantly, how do I make it stop. Thanks for any help you
can give.