If you installed Windows XP Service Pack 3, you might have noticed that they removed the ability to add the Address toolbar to the TaskBar. Microsoft's Knowledge Base has an article about it:
STATUS
This behavior is by design.
The
Address toolbar has been removed from the taskbar in Windows XP SP3 in response to an issue that was raised by a regulatory agency.
The Address toolbar no longer appears on the taskbar after you install Windows XP Service Pack 3
The strange thing for me is that in Windows Vista SP1, the Address bar is still available and fully functional. So that makes me wonder, exactly which "issue" was raised by a "regulatory agency" that applies to the Address toolbar in Windows XP but doesn't apply to the Address toolbar in Windows Vista??