The subject behavior may occur if Internet Explorer is the operating system shell, or if Internet Explorer is the startup program in a Terminal Services session.
To resolve this behavior:
1. Download and install the Update for Internet Explorer 6 Service Pack 1 (KB840530) package.
2. Download and install the Critical Update 811630.
3. Open a CMD.EXE window.
4. Type the following command and press Enter:
reg ADD "HKLM\SOFTWARE\Microsoft\Internet Explorer\Main\FeatureControl\FEATURE_SHELLWINDOWSWITHOUTEXPLORER" /V "iexplore.exe" /T REG_DWORD /F /D 1NOTE: Reg.exe is built into Windows XP, Windows Server 2003, and later, or installed from the Windows 2000 Support Tools.