Windows Explorer and Internet Explorer are two different things. Be sure the icon you are clicking is not linked to the old IE6. Click on start and find the new IE8 icon and click on it.
Open notepad and press the F1 key. A new windows for help appears. Right-click the word "Notepad" in the top bar. There is an entry that says "Jump to URL.." Enter your wanted web address such as: Http://google.com and you're there. IE? who needs it?