Many thanks for your prompt response. At least the message seems to be a genuine part of IE and OE, but in view of your comments I haven't bothered to report the error to Microsoft.
I have a suspicion that the error may have something to do with FreeNet's server. Having re-booted my system I attempted again to send them a message, but as soon as I clicked the ieSpell button the same error message appeared and I had to go through the whole process again.
Still puzzled why none of the previous errors I have had on my system have not brought up this reporting feature.