Assuming you're talking about a toolbar, right-click on an empty space at the top somewhere and uncheck the toolbar that you don't want.
Also, various adware & spyware software add toolbars to IE. If it appeared without you specifically installing anything, you may want to try to find the program & uninstall it. Failing that, you can get an anti-spyware application such as
Microsoft's AntiSpyware,
Ad-Aware or
Spybot Search & Destroy
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