This condition is almost always caused by IE running in the same process as Windows NT Explorer and Active Desktop is installed.
To run IE in a separate process:

Internet Explorer 4.x

1. View / Internet Options / Advanced tab.

2. Check the Browse In A New Process check box.

3. Click OK.

4. Restart Internet Explorer.

Internet Explorer 5

1. Tools / Internet Options / Advanced tab.

2. Check the Launch Browser Windows in a Separate Process.

3. Click OK.

4. Restart Internet Explorer.

NOTE: Running IE in a separate process will use more resources.

There you go.

Cheers,
Hans

Mk2 - Blue - 080000431