I tried any site. I click on a link and then a page comes up but it's empty and the in the place where you have to enter a site is empty, it just says "Microsoft Internet Explorer" on the top, nothing else. It's like an about:blank page. I'm using Internet Explorer 6. What settings do I have to change? Please help.
Did you change any settings in IE? For example to use a proxy? Are you using any kind of proxy or anonymizer software?
If you are using ad blocking software, try disabling it and see if it still does that. Also try disabling your firewall and see if the problem persists.
Can you type a name in the address bar and get there normally? For instance www.google.com? And can you type an ip address in there and also get there (for instance 64.233.183.104 - one of googles)? Try right clicking on your little network icon down at the system tray, and clicking "repair", or go to start>run, type "cmd" and then type "ipconfig /flushdns" at the command prompt, exit and see if it's still happening. If you get an error message please post what it says.
If "regsvr32 urlmon.dll" didn't work then I really have no idea, sorry. Did it say it succeeded or not?
Sounds like some files in your IE installation have become corrupt. Can you install firefox and see if the same thing keeps happening? Also, do the upgrade to IE7, ie6 is rubbish anyway. Or just use firefox?