Just open three or four Internet Explorer windows and you won't see them all in a row on your Taskbar, as you did in previous versions of Windows. By default, Windows XP groups similar items on one button. For example, if you have 3 Internet Explorer windows open, you'll see an Explorer item with the number 3 on it. Click it to see a pop-up list of those windows, then select the one you want.
If you would like, Windows XP will display all open windows separately on the Taskbar. Right click a blank area of the Taskbar and select Properties. Under Taskbar Properties, deselect Group Similar Taskbar Buttons, then click OK.