Elau, run Servicepack 4 for Win2k which is the most current and run the updates for IE 6 as mentioned. That should fix the problem.
As an additional measure goto the Internet Options in your browser and check in the "Advanced" tab for the "reuse windows for launching shortcuts". This may be unchecked.
If you don't see the URL when the window opens goto View -> Toolbars -> Address Bar (should be checked).
Good luck
