Easier solution - get a firewall and tell it to deny IE all access to the net. I've done that on my machine, but with Netscape instead.
I recommend <A HREF="http://www.tinysoftware.com/">Tiny Personal Firewall</A> if you like to get your hands dirty with all the rules, and for morecomplex configurations, or <A HREF="http://www.zonelabs.com/">ZoneAlarm</A> if you want the simple approach
EDIT: I wouldn't recommend removing IE from your machine, seeing as its fairly integrated into later versions of Windows - you could mess something up if you do.
