This isn't so much a CF tip, but it's one that many CF developers may appreciate. In IE 6 (installed on one of my WinXP machines), I found that when I opened new windows the "status bar" (where we can see the URL of a hyperlink by mousing over it) would not be preserved. I'd have to turn it on with View>Status Bar, but had to always do that. It wouldn't preserve it.
I found a solution for it at a Univ of Wisconsin site. Hope you find it useful, too.