Hi,
I don't know why
http://support.microsoft.com/default.aspx?scid=kb;en-us;330216 didn't work
for you, but here's the relevant part:
- - -
Open Internet Explorer, click View, and then click Status Bar.
Right-click the Toolbar in Internet Explorer, and then click Lock the
Toolbars.
Hold down the CTRL key and click the Close button at the upper right corner
to close Internet Explorer.
Right-click Start, click Explore, click View, and then click Status Bar.
Click Tools, click Folder Options, and then click View.
Click the Apply to all folders button.
Note Click OK to confirm that you want to set all the folders to match the
current folder's view settings.
Open Internet Explorer, right-click the Toolbar, and then click Lock the
Toolbars.
Hold down the CTRL key and click the Close button at the upper right corner
to close Internet Explorer.
Open Internet Explorer to any page, right-click a link, and then click Open
in New Window
The Status Bar should remain visible.
- - -
Hope this helps,
Don