I did some investigating on the microsoft site and found 2 things -
1. To go into Internet Options and make sure that "reuse window for launching shortcuts" is not checked - it was - so I unchecked it - but still no go.
The other potential issue provided was that yahoo Toolbar sometimes causes this issue. So I removed Yahoo ToolBar too.
It fixed it - not sure if it was just the toolbar or a combination of the 2 fixes -
Thought I would share for anyone who may encounter the same issue.
Thanks for all the input and direction!