There is a preference that was introduced in Windows XP SP2 that controls the ability of a web browser to view items appearing on other web domains. This function can be set to enable this feature as it is on most other browsers.

You can find it by looking in the Internet Settings in MS Internet Explorer under:

Tools > Internet Options > Security tab > click 'Custom level' >
scroll down to "Navigate sub-frames across different domains"

With IE 6 and other browsers this is set to "Enable" by default.

When IE 7 installs it automatically sets the preference to "Disable" by default. You can select 'Enable' to restore this function.