It's really frustrating as everybody on internet is flat out dismissing any chances of virus but no body can exactly explain what's happening.
Very few of the issues people blame on malware are actually malware. That's just the go-to explanation used when something isn't understood. Someday, somebody, somewhere will actually encounter the first real malware on WP, but the chances of you being that person are almost zero. That's why everyone on the internet is telling you that you don't have malware... and they are very likely correct... you should be happy about that.
Anyway, without access to your phone, it's impossible for someone else to tell what your phone is doing.
First disable IE synching (in Settings > Sync My Settings). Then
close all your browser's tabs and then clear IE's cache. Also clear your temporary files in storage sense. Last but not least, consider soft resetting the device (shouldn't be necessary but just in case).
If that doesn't help then the next step is to find out if the same thing happens when accessing the internet through your home WiFi, some other WiFi router, and/or your carrier's network (
with WiFi disabled). Report back on what you find.