Office Shortcut Bar is the only toolbar that fits to your title bar area and is locked there. Can't figure why it isn't the most popular app on the planet, given title bar is such a dead area. Anyway, MS never really supported it (the bugs have survived so many Office version it's hard to imagine), and has completely stopped shipping it with Office 2003. Instead they suggest using the windows toolbars, quick launch style (you can create as many as you want).

But these naughty little things either take space in your task bar (which is the most absurd idea, the taskbar and system tray being soooo crowded), or you can make them floating, and then they become little monsters with title bar of their own that fit nowhere on your (my) screen, or you can dock them to one of the sides of the screen and they shamelessly take the entire line and make your working space smaller.
Sooo, after I upgraded to 2003, I kept a partially installed version of xp just for the toolbar. But then I ran out of space and wanted to make the installation minimal. So consulting the web, and after some trial and error, here are the only win xp files you need to keep in order for osb to work:
From where office xp was installed (say c:\program files\microsoft office\office 10\) you need MSOFFICE.EXE, 1033\OBALLOON.DLL, 1033\OSBINTL.DLL, and the Shortcut Bar subdirectory that contains the configuration. From the common files directory (say c:\program files\Common Files\Microsoft Shared\Office 10\) you need MSO.DLL, USP10.DLL, and 1033\MSOINTL.DLL. You can put the .exe and all the .dll's in one directory (you should have 5 dll's there), and put the "Shortcut Bar" subdirectory inside it. Then you can run the .exe. Add a shortcut to your startup folder if you want it to run automatically with windows.
Just one thing though: it's not impossible that it worked for me only because I had office xp installed before, and some obscure dll's or registry entries remained somewhere and made this possible. It's worth trying anyhow, though.