We sorted it now, but thanks. The trouble was, that a reg-key:HKEY_CURRENT_USER->Software->Microsoft->iexplore*something* kept appearing.
It seemed to stop you activating the address bar and ANY URL desktop shortcut would create the key if launched. Of course, we still have no idea what it was, but we settled on putting the URLs in the favorites list. Some VIP is visiting to give a talk about wireless tech and obviously we couldn't rely on him knowing his SCSI from his USB 2.0.