You have improperly opened two browsers at the same time

I have a new workstation which has Windows 7, IE8 64-bit. When I open a second browser, I receive a dialog box [1] with the message "You have improperly opened two browsers at the same time. Close this browser immediately".

When I select OK, I receive a dialog box [2] with the message "The webpage you are viewing is trying to close the tab. Do you want to close this tab?"

When I select No, and attempt to view the next browser page, it [3] displays "Serious user error: You have improperly opened two browsers at the same time. Please close this browser immediately.

I get the same result when I select IE from the Start Menu without the 64-bit.

I am not sure how to resolve this issue. I switched to tabbed IE browsers, but it did not help.

Attached are the screenshots for the error messages above. Thank you.

Set the homepage to
about:blank
and see if you can open more than one IE window.

Thank you for your input. This PC is at my work, therefore, this option is disabled. Please see screenshot.

Thank you for your help, and I will follow up as you suggested.