Haven't got to that stage.
Weird thing is - nobody else is experiencing it.
Though it could only relate to Australian users:
Whenever I signed in without Java installed previously I would get that IE alert "The web page you are viewing requires the Java Runtime Environmen" (worded similar) and I was just closing & ignoring it.
It makes me think that our localised ads (NineMSN) or the today screen (NineMSN also) are what is causing this. I've tried disabling the today screen but it doesn't make a difference.
Need someone else in Australia running Vista and WLM as well.
[edit] Matter resolved - for some reason when I disabled the today screen the option didn't stay disabled - as a result it was loading the today screen but would crash right before it. (And you can't see the setting to disable the today screen until you're fully signed in either)
[edit 2] For future reference,
.Lou also believes it could have been the Video Carousel functionality included with Messenger.