If you run IE 5.x on your Windows NT platform, and you suffer from the subject condition, use Regedt32 to navigate to:
Inspect the Data Type of the Windir value name in the right-hand pane. If the data type is REG_SZ, delete the Windir value name. Using Add Value on the Edit menu, create Windir as a type REG_EXPAND_SZ and set the string value to %SystemRoot%.
Shutdown and restart Windows NT 4.0.
NOTE: Some third-party product probably changed this entry.