This is possibly a margin problem with your paragraphs, or it could be the IE whitespace bug. Make sure your closing and beginning tags are on the same line, or IE6/win will possibly pick up a slight linebreak due to white space. I always add this bit to the very top of my CSS
Code:
* {
margin:0;
padding:0;
}
That sets all padding and margin to 0, you then of course would have to add padding or margin where needed manually.