While I wholeheartedly agree that you should switch to Firefox, I believe that what you want to do is open IE, resize a window to your desired dimensions, then close it. If I recall correctly, IE "remembers" the size/position of the *last* IE window to close. So after you do that, next time IE pops up (or opens a new window), it should be sized/positioned how you like it.
If not, then you might want to run a spyware check.
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