Troubleshooting - This is related to the previous section in many ways. Basically, download the latest version of Internet Explorer (As Microsoft do not support versions of Internet Explorer earlier than 5.0 anymore, nor will they release security patches for them as a result), this will give you all the latest updates (security/bug fixes others) all in one browser without the need to download multiple patches for your current browser.
Although if you do wish to stick with your existing, earlier version of Internet Explorer then the 3 sites mentioned earlier will be able to detect any security/other updates you need to install. There's also the Microsoft Technet bulletins.

Another problem that can be cause is that related to advert.dll, installed by many Adware programs. Should you ever find Internet Explorer crashing when you try load it, simply search for this file rename/delete it. To remove Adware altogether (Highly recommended, although be wary as it may break some programs that require it), download Optout from GRC. This can clean your system of known Adware which in many cases can make your browser more stable.