I'm familiar with this issue. I've seen it myself, but it didn't bother me enough to get me to try and fix it. Do you have an OEM version of Windows (from HP, Dell, Toshiba, etc.)? I think the bloatware might cause it (I have since reinstalled Vista with a clean version, and don't remember seeing it since).
Another something to try is to end the explorer.exe process from task manager and start it over (File -> New Task (Run...) -> type explorer and press enter).