So I finally found a solution to my problem.  The basic recap of this was that a pop-up window would cause IE to crash after 3 or 4 popup windows if those items contained an UpdatePanel.  So I finally found this page:

http://sivasakki.blogspot.com/2007/07/ie-hangs-in-ajax-update-panel-pages.html

That described the problem and how to fix it.  Three easy steps:

1. Make sure the close button is not inside the update panel.

2. Do a return false with the close javascript

3. Close the ajax process.  Easiest way of doing this is to add this to your javascript code on the page:

<script language="javascript" type="text/javascript">
    //
    function stopAPOSTBACK() {
        Sys.WebForms.PageRequestManager.getInstance().abortPostBack();
    }
    </script>

And then make sure that you call that before your self.close() and all of your problems should go away.  YEAH!!!!