Windows XP put togheter several windows of one program in automatic way, to make easy the toolbar management. This option is called Grouping by Microsoft.

If you wish to disable it, like this to be control of every single window, Right click in the white space on the toolbar and choose Property.
Then remove the check mark next to Grouping buttons.
Now click Ok to confirm the change.

If you wish to enable it, Right click in the white space on the toolbar and choose Property.
Then put a check mark next to Grouping buttons.
Now click Ok to confirm the change.