What version of IE are you running? A really old version could cause a problem, but as you're running XP to the best of my knowledge I doubt that is the case. Check with Help - About when in IE anyway though.

It may also be Spyware. I recently got infested with a nasty little "application" that redirected me to pages I didn't request - typically to get me to view adverts or sponsers of the software etc. I ended up downloading trusty SpyBot, running a full scan and removing all the nasties that were lurking on my system.

One reboot later and all was well. Again, it's a long shot seeing as though other downloads from the site work, but worth a look anyway.