IE7 and mouse problems

This has happened with both my old MS wireless mouse and my new Logitech
wireless mouse:

I will click on a link in IE7 and the "connecting" icon will appear in the
Status Bar but no progress bar will appear at the bottom of the window. IE
will then endlessly try to connect to wherever the link goes.

Some sites will change pages without the progress bar, actually I think it's
just that they open so quickly the bar never has time to run, and other times
if I double click slowly the progress bar will appear.

This is annoying because I now have to focus on the particular window rather
than background it and continue working.

Any ideas on how to fix this?

Oh, IE reports this is ver 7.0.5370.11

Thanks in advance,
--
John