They are most likely using something like this...
Code:
<script>
function hidestatus(){
window.status=''
return true
}
if (document.layers)
document.captureEvents(Event.MOUSEOVER | Event.MOUSEOUT)
document.onmouseover=hidestatus
document.onmouseout=hidestatus
</script>
This hides anyhing in the status bar until someone clicks on a link.