<p>The IE Developer Toolbar is a plugin that can dock or separate from the browser. I understand its much more difficult to do this in IE than in Firefox.</p>

<ul>
<li>How does one create an IE plugin?</li>
<li>What languages are available for this task?</li>
<li>How can I make a Hello World plugin?</li>
</ul>

Here are a few resources that might help you in your quest to create browser helper objects (BHO).
http://petesearch.com/wiki/ (archived)
http://www.hackszine.com/blog/archive/2007/06/howto_port_firefox_extensions.html
http://msdn.microsoft.com/en-us/library/ms182554(VS.80).aspx
http://www.codeplex.com/TeamTestPlugins