What Web sites? I will attribute the rest to you likely being on Windows as my experience on my Mac is totally different, but I have never been linked to a Web site.
And still, worse than IE 6?
The iTunes store in particular. But anytime it can't locate information on the Web that's where it take you. EI has never taken me anywhere I didn't tell it to. But that kind of an apple and oranges comparison since one program is a Web Browser and the other is ostensibly a digital music player.