I understand all that.

You are suggesting a work-around that most of
us power users already know. I want to know how to make all shortcuts open
maximized. There are programs on the web for this, but I am thinking
someone might a registry edit that could do the trick.
Your right ... now that I know what you're doing:
Do the following after closing ALL IE windows. Do in this order ... it is
important.
For shortcuts:
1. Click on a shortcut and let it connect to network.
2. Resize window manually to be as close to maximize as you can ... DO NOT
USE MAXIMIZE ... resize by dragging edges of window
3. Close window
For regular IE windows:
1. Click on Internet Explorer (it will probably look like one of your
shortcut IE windows - size wise)
2. Let it connect
3. Maximize window
4. Close
Now your shortcuts will open, appear as maximized, IE sessions will be
maximized. HOWEVER, depending on how you close the windows depends on how
IE windows will start up. The Shortcuts will always remain as you
configured ... you do not have to do each shortcut.
NOTE:
In a general sense this is how a window is made.
Windows XP starts the program and tells the program what the user preference
is (which only programs can set or a shortcut's properties or a command like
start). Some programs pay attention and some don't. The program creates a
window telling windows the size/state it want, some programs save this in
the registry and restore their last state, others tell window they just want
a default sized window at a default location. There are no general rules or
preference settings. Each program decides for itself what it does.
For historical reasons most programs will refuse to restore themselves to a
maximized state (rude to other programs - but more and more are doing it)
and most will refuse to restore a minimized state (in case it confuses the
user).