What are these orphaned IE windows that sometimes appear when debugging in Visual Studio?

Question

I use Visual Studio 2008 on Windows 7. Sometimes (more than once a day), when I run the debugger through F5 to debug the ASP.NET website, an empty Internet Explorer window opens and it freezes.

I can stop the debugger, but the IE window does not disappear. When I try to debug again, a new IE window opens and I can perfectly debug it in this window.

But the original IE window never disappears even when you exit Visual Studio. I even had 2 of them on my desktop right away. In fact, the only way to get rid of it is to log out or restart the system.

Has anyone experienced this? Is there any problem that needs fixing?