Duncan, sorry to hear about your lost system.
I also have XP machines which open up tons of IE windows. It happens when K9 blocks a page and displays the blocked message, then it proceeds to try again and again etc. The key is that it stops when 99 instances of IE are opened. Then I can right click on the task bar and select 'close group' all gone.
Actually it's the kids that have to suffer this
i haven't been bothered to sort out why it does it.