This works in Windows XP:
2. Click Toolbars.
3. Click New Toolbar.
4. A Small Window will Open that allows you to pick the folder you wish to make a Toolbar. If you want to access your Desktop Without having to minimize all your windows. Just Pick Desktop. If you want to access ONLY your My Documents Folder, Select that. Any folder will work for this.
5. Click OK.
The New Tool bar will appear at the bottom of your screen next to your System Tray.
If you find this to be not useful, Repeat Steps 1 and 2 and then check click the Toolbar you created that has a check mark next to it. And it will disappear.