NOTE: The subject behavior has been corrected by the latest service pack for some operating systems.
If you experience the subject behavior:
1. Close all instances of Internet Explorer:
2. Copy / Paste the following into an empty Notepad.exe window:
3. Save the file as "%TEMP%\TEMP.TMP".
4. Open a CMD.EXE window and type the following:
regedit /s "%TEMP%\TEMP.TMP".