My computer used to lock up with SE and IE running - eventually discovered it was a popup blocker I'd installed. Removed blocker and haven't locked up in a week now. (Using SE 11 and IE 6.0.26 on Win2k)
Have also had myriad problems crashing SE with video drivers (using nVidia Geforce 2), originally using Elsa drivers (since they made card) was a problem but switching to nVidia drivers seemed to help.