I've been having a problem with IE6 where, even though I set it to show the status bar – if a site spawns a new window on me – suddenly it changes the setting on me – without my doing anything! Looking around through google, I think (hope!!) I came across a solution that will fix this once and for all!
With (only one) IE open, click View and select: Status Bar.
Hold down the Ctrl key and click the close button (upper right).
Open Windows Explorer, click View and select: Status Bar
Click Tools > Folder Options > View tab
Click the "Apply to all folders" button.