Hi Japofran! IE7 sandbox behavior is enabled by default on Vista (the only Windows where you can have this). You should see a message like "Protected Mode: Active" in the righthand corner of your IE window. If you see "off", then that means you are currently running some plugin which requires full access to your drive.
More about this:
http://en.wikipedia.org/wiki/Internet_Explorer_7
http://forums.microsoft.com/TechNet/...6676&SiteID=17