Is there a way to get Explorer to NOT close all your windows when it encounters an error?

When I had my old computer with Windows XP if there was an error the pages would simply not load, but any other Explorer windows I had open would stay there so if there was something I wanted to copy or print later (like a recipe) would still be there. Now I've got a new computer with Vista and, presumably, a newer version of IE and if there's an error a window pops up telling me so and then all of a sudden every IE window closes and the whole program restarts. Is this common and is there any way to prevent this from happening? Thanks!