Then try the system file check option.
Addendum:
I just checked a few things and realized that this could happen for several reasons, 1) past infection, did you have any? 2) indiscriminate use of registry cleaners - did you use any of those? 3) Your version of Windows is missing updates and/or is not a full registered version, does any of that apply?
If you want to reinstall IE9 and try the following which I just found on the web:
There is a simple solution to the blank advanced tab, which has been a problem with all versions of IE off and on.
1. Go to Start -> Run and type in;
regsvr32 /n /i inetcpl.cpl
2. Hit enter.
The missing options should now be restored.
Make sure you keep the spaces as shown, copy and paste is best.
Addendum:
I amended the above post to include a fix for the problem. Try it, The blank Advanced tab is due to a missing registry key. Why it's missing is anyone's guess.