I have the same problem too.
Except, lately all I have to do is maximize it and it stays. You might try one of these two things:
1. Run > regedit > HKEY_CURRENT_USER > Software > Microsoft > Internet Explorer > Document Windows > Maximized > Right Click, Modify > Change to yes.
This seems most likely what it would be, but I'm not sure if it changes back automatically when you resize the window. If it doesn't work...
2. Run > regedit > HKEY_CURRENT_USER > Software > Microsoft > Internet Explorer > Main > (Right window, the bottom one, or somewhere near it) Window_Placement > Right Click, Modify.
Now you need to get a Hex editor and find out how to change that around. I'm not exactly sure if this is right, but it seems like it should be.
Hopefully it helps... I'm really paranoid about editing the registry, I did it once and ended up having to reinstall Windows, so I won't try it out myself.
