Life Lesson #10:Time stops for no one. At least not yet.
(the following is taken from Active Network Formus. Please go there if you want more information.)
An answer to WinXP FileManager/InternetExplorer Status Bar woes and automatic setting change woes during web browsing :
Start with one instance of IE. Select View | Status Bar. Now press Ctrl while clicking the X in the upper-right-hand corner of the window to close the application. Next, open My Computer and select View | Status Bar. Finally, go to Tools | Folder Options and select the View tab. Click Apply to all folders, confirm the dialog, and then close Windows Explorer.
NOW ...... start regedit (Run > regedit )
go to HKCU\Software\Microsoft\Internet Explorer\Main
go to 'Permissions...' from Edit menu
find your user name in the list & click 'edit' button
put a check next to 'Set value' under 'Deny'
Taken from Active Network Formus