You don't need "a little program", you can change the window size at opening by doing the following:
• Close any open IE windows.
• Open IE, right click on a link in the page you opened, and select Open in New Window from the context menu.
• Resize the new window to the size you want all IE windows to be when you open them by clicking a link.
• Hold down the Shift key and click the Close icon (X) at the top right of the window to close the new window.
• Resize the first window you opened to the size you want IE to be when you launch the browser. Close it by holding down Shift and clicking the Close icon.
Now your IE windows should open in the sizes you've set, depending on how you open the browser (from a link or by clicking the IE icon to launch the browser).