When I click onto a new site I am Taken out of Internet and thrown back to windows. What can I do?

I use yahoo and when I read mail if there is an add on when I click it the sreen comes up but I am taken out of Internet and back to windows

When I click onto a new site I am Taken out of Internet and thrown back to windows. What can I do?uninstall internet explorer

Try using a different browser. I use Firefox. Besides, it's better anyway.