I am not a big fan of system restore. I am a little rusty here but one
thing to consider about running a system restore is it will bring back
registry entries but not files. So in some cases this may not be desireable
becuase you will then have registry entries for programs you don't have. If
you run a sytem restore and the problem is not fixed, I would undo that
restore.
This sounds like it might be a file association problem. It could be that
you have an HTML file on your desktop that is set to open with Firefox which
you no longer have. If this was the case a system restore would not fix the
problem either.
Before running a system restore I would do the following...
1. Open a folder on your desktop.
2. Click on "tools" at the top and then click "folder options"
3. On the "folder options" tab click on the "file types" tab.
4. In this list look for HTM and HTML.
5. Click on these items and see what program they are set to open with. If
they are set to Internet Explorer and you are still getting the error then I
am totally wrong

6. If they are set to anything but IE click the change button and select
Internet Explorer from the list.
7. Do this for both HTM and HTML, save the settings, then test the problem.
If this does not work get back to us.