It was the browser issue.
Now I don’t have any issue. I guess keeping up with Windows update would help.
I found that chaning my browser would not cause the issue.
IE 9.0.8112.16421IC has this issue.
Google Chrome 12.0.742.112 does not cause this issue.
Not sure if this is related to an option/setup.
I have tried the followings and any of these does not resolve my issue:
1) uninstalled all the plug-ins
2) uninstalled theme and reinstalled
3) uninstalled wordpress and re-installed
4) Tried different version of wordpress and themes