I suppose I'm not getting what the 'feature' your describing is.

If you mean that it switches randomly to another window, I would suspect that you may be infected with a virus or it's a bug in IE.

So are you still using Windows95 too? How about VB4? There are significant things that are better about IE5.5 not the least of which is security. Sure, you can ask questions about it but your asking questions about software that nobody has used for the last 2 years.

Now that I have that out of my system...

Check your settings and see if you have IE set up to "Reuse windows for launching shortcuts". This changes the behavior of IE so that if something is trying to open an IE window it uses an existing instance instead of opening a new one. Sometimes, I find that if a site is particularly bogged down, and I have that option turned off, that it will open a new window to try to get the same page it is already attempting to get.