http://www.mvps.org/winhelp2002/ietips.htm helped me... It says:
1) With (only one) IE open, click View, select: Status Bar
2) Right-click on IE's Toolbar and select: "Lock the Toolbar"
3) Hold down the Ctrl key and click the close button (upper right)
4) Open Windows Explorer, click View, select: Status Bar
5) Right-click on Explorer's Toolbar and select: "Lock the Toolbar"
6) Click Tools | Folder Options | View tab
7) Click the "Apply to all folders" button.
Hold down the Ctrl key and click the close button (upper right)
9) Open IE to any page, right-click on a link and select: "Open in New Window"
10)Verify that these Registry entries exist:
HKEY_CURRENT_USERSoftwareMicrosoftInternet ExplorerMain
"Show_StatusBar"="yes"
"Show_URLinStatusBar"="yes"
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