Are you also bothered by other applications apparantly stealing your Internet Explorer windows to display new URLs? This is an Internet Explorer setting that can be disabled. Get rid of this annoying 'feature' by following these steps:
- Start Internet Explorer
- In the menu, choose Tools - Internet Options
- Go to the "Advanced" tab on the dialog
- Find the "Reuse windows for launching shortcuts" (it is in the "Browse" category, just in between "Notify when downloads complete" and "Show friendly HTTP error messages")
- Press OK to confirm the settings change.
- It should take effect immediately