Apparently, you can go to Start > Programs, right-click on a random folder, and go to Sort By Name. This is said to sometimes fix the problem. I have no idea why, but a lot of people offer it as a solution. Of course, if you have your programs listed a certain way (like I do), then this might not be ideal.
Other than that, the only thing I can think of is going to Start > Taskbar and Start Menu and deselecting
Keep the taskbar on top of other windows. Of course, that also isn't a very ideal solution.
Microsoft has known about this problem for awhile (
http://support.microsoft.com/kb/912650) and they've fixed it for Vista, but not XP for whatever reason. You
could download
Discover (set it to Automatic) if you don't mind having an extra program in your System Tray.
There's a registry edit out there, but I don't know if it actually works or not. I don't have this problem on my own computer, so I can't really test it.