I would have to know more. Have you gone to Tools - Internet Options to see what the program is set to do? That might give you a clue. I know I have Outlook, Firefox, IE and other programs open at the same time and don't have that problem. (Well, not often. I do manage to crash Firefox occasionally if I'm going too fast and doing too much with it.)
What operating system are you using? Microsoft XP crashes less than its predecessor Me or Win98.
I seem to be having a problem. When I go to tools and click on internet options, nothing happens. I have XP.