Whenever, I open any site in Internet explorer, my system shows the blue screen for a while and is getting restarted. How to solve this problem?

We need to know operating system and also Internet Explorer version. How long has this been happening? Did you install anything new prior to the errors beginning? Have you done a scan with your updated antivirus program?
Check the Event viewer and see if it lists anything with Red X's around the time the computer restarts. Then record those and post them back here.
You also need to set the computer to Not reboot after the error
so you can record the blue screen error code and post it back here.
You can also stop this auto rebooting by doing this:
Right Click My computer, properties, Advanced, in Startup and Recoveryclick on settings and then Uncheck the Automatically restart option in the System failure area and click ok.

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