RIght-click the "Internet Explorer" icon, and select properties. Select the "Shortcut" tab, and check the "Target" entry. It should point to "iexplore.exe". I have seen program shortcuts spontaneously change the displayed icon, for reasons I don't understand.
Also, from any open explorer window, click Tools>Folder Options. Select the "File Types" tab. Scroll through the "Registered File types", and ensure that files with extension ".htm" and ".html" are pointing to Internet Explorer, and not to LightRoom. Likewise check that files with exptension ".pdf" are pointing to Adobe Acrobat.
Hope this helps.