is this in XP? I had that same problem. Here's the fix that I found. Open IE, enable the bar. Then open a regular (computer explorer) window to My computer or whatever. Then go to view->folder options and what you have to do is apply it the settings to every folder.
I'm not in front of or near a single windows box (irix/redhat @work), so I can't tell you what the exact things are. When I get home, I'll bump this and put down exactly what to do.