Yup, Win should remember the last position/size...I assume you already tried maximizing the IE window.
Try it again, but this time instead of closign it with the "X" go to File->Exit.
(Make sure you have only 1 IE window open)
If this still doesn't work, "stretch" your IE window's borders and try closing and restarting it again. Check if it helpt he settings.
Another thing you can try is to reset IE settings (Tools->Internet Options->Advanced->Reset Advanced Settings)
If you still can't get it to work properly, do a google search for somethign called "iewinsize."
Hope this helps.
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