That is because it is trying to use Windows defender to scan the file, BUT if Windows defender has been messed with or changed by a virus you will get that error.
I had a customer with the same error and it turns out a virus had but junction links on every file in "C:\Program Files\Windows Defender" so when you click on any of them it took you to a different folder.
I made a fix for that in my Windows Repair, so check if that is what is happening. If your system is clean and the problem isnt that, you can also just stop the Windows defender service and rename the C:\Program Files\Windows Defender folder and then IE will work fine again
Shane