Windows Vista - http://www.vistaarticles.com
Undock Media Bar
http://www.vistaarticles.com/articles/119/1/Undock-Media-Bar
By 
Published on 11/23/2006
 
When you use Internet Explorer to browse the Internet, play a supported media type in the Media bar and then undock the Media bar from the browser, when you open a new instance of the browser, the Media bar is docked.

Undock Media Bar

When you use Internet Explorer to browse the Internet, play a supported media type in the Media bar and then undock the Media bar from the browser, when you open a new instance of the browser, the Media bar is docked.

This behavior is by design.

The following file formats are supported for playback in the Media bar:
.cda, .ivf, .aif, .aifc, .aiff, .asf, .asx, .wax, .wma, .wmv, .wvx, .wmp, .wmx, .avi, .wav, .wmz, .wms, .mpeg, .mpg, .m1v, .mp2, .mp3, .mpa, .mpe, .mpv2, .m3u,.mid, .midi, .rmi, .au, .snd