This is weird. When you say it takes you to your desktop, is it completely wiping out IE, or is IE being minimized?
Are you using IE6 or is it another version?
Were you having problems logging in before this started? What kind of changed did you make to your profile before this started?
Let's see if it works better for you if you browse with sessions instead of cookies. Go to your User Control Panel, and under "edit options", choose NO to browse with cookies. This will force you to use sessions instead. Then try to access your PMs and let me know if that works.
If not, then let me know what browser version you use, and I'll contact a
vB guru for help.