The Address toolbar no longer appears on the taskbar after you install Windows XP Service Pack 3
STATUS
This behavior is by design.
The Address toolbar has been removed from the taskbar in Windows XP SP3 in response to an issue that was raised by a regulatory agency.

While many people do not use the address bar, I've found it to be an invaluable tool.  It gives me several advantages.

1. I can start the Internet Browser and go directly to any web page by typing the web address.  No need to start IE first.  Just type the address - i.e. type Extonpc.org and it will start the Internet browser at Exton PC's home page.
2. I can start an Internet search by just typing a phrase like - Hard Drive - and it will bring up the default search page for Hard Drive on the Internet.
3. I can type a path for my computer and it will automatically access the directory or file.  For example if I type -  c:\downloads - I instantly see the directory with all my downloads.

Microsoft's suggestion as a workaround is to install and use Windows Search.  While this feature may have some uses, it's certainly not a substitute. 

While I did not have any other problems with WindowsXP SP3, loss of the adress toolbar on the taskbar was more than I was willing to bear.  I uninstalled SP3 on the one computer that had the SP3 update.