How do I minimize mult. web pgs w/ IE5?

Ever since I upgraded to IE5 I seem unable to minimize more than one web site. These are the steps I follow:
1) bring up site-full screen
2) minimize site-appears on tool bar
3) click on new site
4) minimized site briefly appears, then closes & is replaced by the new site I choose
(This does not happen if multiple windows within same site)
So, I cannot go back & forth between sites. I have looked for some option in the IE options panel but am not sure what to look for.
Can you help?
Thanks, Nick.