You can kill an unresponsive Internet Explorer (or any program) without having to reboot or shut down the PC. Press and hold the [Ctrl]+[Shift] key combination, then press the [Esc] key. This brings up the Task Manager window. If the Process tab is not open by default, click on it. This will bring up a list of running processes. Go down the list and find iexplore--click on it to highlight it, then click on the End process button at the bottom of the window to kill it. You may have to do this more than once sometimes if there's more than one IE tab or window open.
Someone once said, "The best use for Internet Explorer is to use it to download a better browser." This is true--I recommend either Mozilla Firefox or Google Chrome as an alternative--but there are also things you should do to fix the problem with IE, as well. Once you install Firefox, you should install the NoScript add-on. There's a lot of malicious scripts out there--it allows you to run scripts on a site-by-site basis, a very good idea.
Make sure that you have the latest version of IE supported by your version of Windows--for WinXP, WinVista, or Win7 this is Internet Explorer 8. You might also install Maxthon for better security and other features--but please avoid IE in general.
You probably need to update your Java and Flash, too. Download links for everything I have mentioned here are on my Internet related Links page.