Internet Explorer 9 - Pop Up advertisement

A pop up advertisement stating "Internet Explorer cannot display the Webpage" when in fact, the webpage has printed.

I have checked that the box is ticked in the Internet Options/Privacy.

I have reset Internet Settings,

I have tried the restore setting.

Recently I have installed and uninstalled Google Crome and Ccleaner.

How can I get rid of it?

Try scanning with your anti virus
Download and scan with Malwarebytes

I run Avast antivirus. Can I run Malwarebytes at the same time?
Also, when I tried to access the web page address in your Email, the pop up stated that "This program does not have a program performing this action. Create an association in the Set Associations Control Panel."
Which extention do I change it to for Windows Mail?

You can run Malwarebytes at any time. In fact, you should use it at least once a week in conjunction with your Anti Virus. I think that the software is so valuable that I have the paid version, for real time protection.
This tutorial may help you
http://www.vistax64.com/tutorials/233243-default-file-type-associations-restore.html?ltr=D

The tutorial is a bit over my head. I do not understand it. Thanks for your help

You are very welcome
Lets go step by step. Follow this tutorial to have your windows mail to handle your email.
http://www.vistax64.com/tutorials/69758-default-programs.html
Try method 2, open with
Read it step by step as soon as you have a problem, just post your problem and question and I will be here for you.

Basically, you will go to control panel
Default programs
Set your default program
Windows Live Mail
Set Program as default
If your problem still exists, we know that it is not because Windows Mail is not set as default.
We will then try to make sure that your program is using the correct extension.

If your problem is still not resolved, we will use another method. Scan with your anti virus, scan with malwarebytes. If negative we will go back with System Restore. I think that we will be able to resolve your problem, be patient and just go slow.

I tried step (2 default program) trying both boxes at different times. Did not work. When I tried the same default program for Internet Explorer it has 6 out of 14 defaults. Is that correct?

Everyones computer is different. It depends on what programs are on your computer. Lets do something very easy; a system restore. Go back a week before this problem began.
http://www.vistax64.com/tutorials/76905-system-restore-how.html

I have tried a system restore point three times already.

You may want to refer to my post number 4. Perhaps a friend could help you to follow the tutorial.