How to change my IE home page

These days, my IE home page changed to blink, "C:\WINDOWS\SYSTEM32\m*****lank.html" without any reason. I tried to change it to "www.yahoo.com" with following steps: Tools->Internet Options->General tab, I typed "www.yahoo.com" and click apply. It did not work. Is any one in here to know how to solve this problem? Thank very much!