This is a setting that's kept in the windows registry. For some reason, yours
isn't being kept.
Different versions of windows have more security about letting users write to
the registry (WinXP, IIRC is one).
Until you find the source of the problem, maybe you can just create a macro that
changes that setting.
Put the workbook with the macro in your XLStart folder and xl will open it each
time you open excel.
Option Explicit
Sub auto_open()
Application.ShowWindowsInTaskbar = True
ThisWorkbook.Close savechanges:=False
End Sub
If you're new to macros, you may want to read David McRitchie's intro at:
http://www.mvps.org/dmcritchie/excel/getstarted.htm