Sussed - close all windows, open new window from the main ie icon. ( Lets call that Win A ) right click and do new window on a link ( lets call this one Win B ) to create a New window ( lets call this one Win C ). Close Win A, then Win C and then Win B. Re open IE and test by right click new window and sussed.
Phew - Bet that ones not in the MS Knowllage Base lol