Internet Explorer pop-up shows up and I can’t close it.

I am experiencing an odd thing about Internet Explorer. It shows us automatically and shows-
"You’re last browsing session closed unexpectedly."
The Bad thing is that I cannot close it, and there is no Internet explorer icon on task bar. But iexplorer.exe is running.
And when I close it says "Your tab has been recovered".
Another thing is that I never run the Internet Explorer.
