The classic answer I have always seen is:
1. Uninstall IE 5.x.
2. Install IE 4.x.
3. Configure Active Desktop.
4. Install IE 5.x.
Here is a better way:1. Run IE 5.0 setup, ie5setup.exe.
2. When the license dialog appears, locate the iesetup.cif file in a sub-folder of the %TEMP% folder.
3. Use Notepad to open iesetup.cif.
4. For each occurence of UIVISIBLE=0, change it to UIVISIBLE=1.
5. Save the file.
6. Accept the license agreement.
7. Choose Custom Install. You will see Windows Desktop Update in the list of selectable components.
NOTE: You may have to use Add/Remove Programs to Repair Internet Explorer.
NOTE: See Tip 0654 to remove Active Desktop.