I'm running IE8 under XP Home SP3, and yes, it's a minor annoyance - more so because it's been added without my knowledge and without being offered the option to turn it off.

When other similar bars pop up, there's usually an option to turn off that particular type of filtering for that page/site (etc), but this pops up every time I switch pages, and I feel annoyed that I have to do some tinkering in the basement to switch it off...!

It's really quite poor implementation by Micro$haft...