Hi,
According to many websites, this is another of Microsoft's security blunders!
In an effort to make your computer more secure, Microsoft released its Service Pack 2 (SP2) for XP. This limits Internet Explorer as to where it can go on the web!! Great thinking, no?
Here is a site explaining what to do to return to what you are use to:
http://www.psychpage.com/tech/damnbar.html
Best of luck,
fredg