IE7 error

I captured and build a thinapp package of IE7 on a clean Windows XP SP2 system and I'm getting an error when I try to manually type in a URL:

"Windows cannot find ...."

What's even more odd, is that I tried today, on the exact same package, and don't seem to be getting the error (nothing has changed).  Has anyone experienced this, and if so, were you able to fix it?

Thanks,

J