Internet Explorer has a habit of stealing your browser window, but there's an easy way to make it stop. Just create a shortcut like this:

"c:\program files\internet explorer\iexplore.exe" -nohome

...and drag it to your quick launch toolbar. When you click it, IE will open a new blank window, thus preserving any pre-existing IE windows already open.

You can also make customized shortcuts by adding the URL at the end of that command line, for example this shortcut will always open to Yahoo in a new browser window:

"c:\program files\internet explorer\iexplore.exe" -nohome http://www.yahoo.com