On Internet Explorer links, do you mean? IE will remember the window size
that you last used, so to get that setting to "stick" you need to size an IE
window (in non-maximized mode) to the size that you like, make sure it is
the last open IE window, and then close it. If that doesn't work, try
holding the control key when you close it.
What often happens is some popup window resizes to something nice and small
for itself, and if that is the last window you close (such as a popunder)
then that size gets stored.
I don't know of a way to get a new IE window to open maximized, so you just
need to set the regular size to something more palatable.