I found this in a few different places around the 'net - hopefully it's helpful:

Unlock Toolbars to Customize Them

Windows XP now features locking toolbars, and you can adjust them. You can customize a lot of the Windows XP features such as the Taskbar, Start Menu, and even toolbar icons in Internet Explorer and Outlook Express.

• Right-click on a toolbar, and then click Lock the Toolbars to remove the check mark.
• Right-click on the toolbar again, and then click Customize.

• You can add and remove toolbar buttons, change text options and icon options.
• When you've got the toolbar customized, click Close.
• Now right-click on the toolbar and then click Lock the Toolbars to lock them in place.