Close all other windows and open a new IE window. Manually drag the new window until it's the size and position that you want it. Now hold down the Control key and left click on the small Explorer icon on the left hand side of the title bar. Select close from the drop down menu.
Internet Explorer opens differently according to where it's launched from. The above applies to a newly opened window. If the same problem occurs when a browser window is launched from another browser window, close the original window(s) and follow the instructions above.