Is it an Acitve-X window appear. It's possible on that it could be a security issue that IE picked up. Did a pop up bar apear near the top of the IE window? Right below the Address bar? You might just need to give permission for that image to come up. But I wouldn't recommend it though just incase if there's an attached script which can infect your system with either a virus or worm. Goodluck.
And if there is such a setting wich I highly doubt, it can be simply uncheched in Extra>Internet options>Advanced.
Thats something comming from the person who said getting the flash plugin for firefox was too much work.