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),   ...