In rare cases, Internet Explorer (any version) tries to always "save" any and all website pages, and locally opened HTM/HTML files. Additionally, you cannot open the About Internet Explorer dialog box (it is either grayed out or nothing happens). There isn't a single cause for this so I tried listing some things you can try to resolve the matter.

• Avast is known to cause this because of its SandBox module. Try disabling it, or (temporarily) uninstall Avast entirely.
• Security bulletin MS14-021 provides an update, KB2964358, which can cause this if not all previous security updates for IE have been installed. Uninstall the patch, then install all security updates (accept this one), then install the patch again.
• If running Windows 7 or earlier, try performing a reinstall of IE.
• There may be system file corruption. Try running sfc /scannow and see what it comes up with. Also, perform a chkdsk to check your system volume for errors, and when in doubt, also run HDD/SDD diagnostics.
• Try a system restore to roll your system back to a point in time where IE was still working.
• If you're running Windows 8, you could try a system "refresh" to reinstall the OS without losing your files.