Solution 1:

Manually downloading and installing Internet Explorer 8 solves the issue.

Confirmed on two types of systems:

  1. Old install of Windows XP Professional SP3 (manufacturer recovery CD) on a Intel PC, having Internet Explorer 6 for legacy software comparability. The other systems that have been updated to Internet Explorer 8 do not experience the issue.
  2. New install of Windows XP Home SP3 (manufacturer recovery CD) on a AMD netbook.

So, the issue appears only if Internet Explorer 6 is present. First time it happened is between March and May this year (do not remember exactly). Updates coming with Internet Explorer 8 solve that issue.