Multiple windows open when you start IE7 after you upgrade from Windows XP to Windows Vista
This issue may occur if Internet Explorer was configured to include a trusted Web site in Windows XP. When you upgrade to Windows Vista, Internet Explorer 7 inherits the list of trusted Web sites from Windows XP.
In Internet Explorer 7, trusted Web sites and Web sites that are not trusted do not appear in the same window. By default, protected mode is disabled for Web sites that are registered as trusted Web sites. Protected mode is enabled for Web sites that are not registered as trusted Web sites.
When Internet Explorer 7 starts for the first time, it is redirected from a Microsoft Web site to the http://runonce.msn.com/runonce2.aspx Web site. This Web site is used to set various configuration settings. If you register "*.microsoft.com" as a trusted Web site, Internet Explorer 7 starts with protected mode disabled to access the Microsoft Web site. Then, Internet Explorer 7 redirects you to the home page that is set in the preferences. However, if the home page is not a trusted Web site, protected mode is enabled. Therefore, a new Internet Explorer 7 window opens.
http://support.microsoft.com/default.aspx/kb/931954
A comprehensive list of IE7 related Knowledge Base articles can be found here:
http://www.ie-vista.com/kbase3.html