Hi, Hook.
My guess is that you have either SpywareBlaster or Spybot S&D on your system. Because I never use Internet Explorer (except for when I'm feeling suicidal, couldn't give a sh1t about anything, and so I go and get some Microshaft updates) I usually have them on a PC before I actually go onto the internet. They "lock" my IE homepage. There must be an easy setting to unlock IE, but because I hardly ever use it I don't bother.