Heh, I see the FireFaux zombies jumped on this quick.
Anyway, let me try to help you with your problem instead of suggesting you just give up and run away.
1. If the site is requiring an activeX plug-in to operate, make sure you have activeX turned on in your security, as well as the ability to download and run activeX controls.
2. If you go to a site that requires your login to enter, and it crashes out, go to File and see if there's an option to login in the menu. If so, select it, and you should get a username and login dialog this time.
3. Make sure you have your cookies turned on.
4. If you have your host file setup to block sites, try removing it and replacing it with just the standard host file, and see what happens. (If there's a change in the behavior of the browser, your host file is corrupted.)
5. If you're having trouble with SP2, either download it directly from Microsoft, or obtain a new copy of the download. Your installer sounds corrupted.
Let us know what's going on.